-14.8%
PYPL vs AGI
+214.4%
-229.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.0% |
| 7D | -4.3% | +2.2% | -6.6% | -4.5% |
| 30D | -11.5% | +11.3% | -22.7% | -12.3% |
| 3M | +26.1% | +5.6% | +20.5% | +25.5% |
| 6M | +13.7% | -27.7% | +41.3% | +16.8% |
| YTD | -9.8% | -4.1% | -5.8% | -10.1% |
| 1Y | -22.1% | +13.8% | -35.8% | -24.2% |
| All | -14.8% | +214.4% | -229.2% | -33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AGI.
Daily Out/Under-Performance
Portfolio return minus AGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AGI 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 3y: compounded portfolio wealth divided by compounded AGI 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…
3y analysis · Full analysis span regression · 6 months rolling