+46.5%
PYPL vs AGG
+21.8%
+24.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AGG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.1% | -3.1% | -3.1% |
| 7D | +1.7% | +0.1% | +1.6% | +1.6% |
| 30D | -9.7% | -0.4% | -9.4% | -9.4% |
| 3M | +29.2% | -0.3% | +29.5% | +29.7% |
| 6M | +13.9% | -1.2% | +15.1% | +15.4% |
| YTD | -8.1% | -0.4% | -7.8% | -7.6% |
| 1Y | -21.4% | +0.4% | -21.8% | -21.5% |
| 3Y | -11.8% | +13.4% | -25.2% | -22.0% |
| 5Y | -81.1% | -1.4% | -79.7% | -82.2% |
| 10Y | +36.9% | +14.8% | +22.1% | +34.4% |
| All | +46.5% | +21.8% | +24.7% | +65.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling