-81.0%
PYPL vs AGG
-2.5%
-78.5%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.7% | +2.8% | +3.0% |
| 7D | -5.9% | -0.9% | -5.0% | -4.9% |
| 30D | -9.4% | -1.0% | -8.5% | -8.3% |
| 3M | +31.3% | -1.3% | +32.6% | +33.5% |
| 6M | +19.1% | -2.1% | +21.2% | +22.3% |
| YTD | -7.9% | -1.2% | -6.7% | -6.3% |
| 1Y | -17.9% | -0.5% | -17.4% | -17.2% |
| 3Y | -11.6% | +12.4% | -24.0% | -24.5% |
| 5Y | -81.0% | -2.4% | -78.6% | -84.9% |
| All | -81.0% | -2.5% | -78.5% | -84.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AGG.
Daily Out/Under-Performance
Portfolio return minus AGG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGG return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded AGG wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling