-81.6%
PYPL vs AGI
+392.7%
-474.3%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +1.3% | -3.2% | -2.1% |
| 7D | -4.3% | +2.2% | -6.6% | -4.6% |
| 30D | -11.5% | +11.3% | -22.7% | -12.7% |
| 3M | +26.1% | +5.6% | +20.5% | +25.0% |
| 6M | +13.7% | -27.7% | +41.3% | +18.0% |
| YTD | -9.8% | -4.1% | -5.8% | -10.7% |
| 1Y | -22.1% | +13.8% | -35.8% | -25.3% |
| 3Y | -13.5% | +217.0% | -230.5% | -33.6% |
| 5Y | -81.6% | +404.3% | -485.9% | -87.5% |
| All | -81.6% | +392.7% | -474.3% | -87.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling