-80.6%
PYPL vs AJG
+74.4%
-155.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AJG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.2% | +2.0% | +1.3% |
| 7D | -2.3% | -8.3% | +6.0% | +1.3% |
| 30D | -9.0% | -5.7% | -3.4% | -7.0% |
| 3M | +30.6% | +9.1% | +21.5% | +24.6% |
| 6M | +18.6% | +15.2% | +3.4% | +10.0% |
| YTD | -7.2% | -6.3% | -0.9% | -5.8% |
| 1Y | -19.3% | -19.1% | -0.1% | -11.9% |
| 3Y | -12.3% | +8.2% | -20.5% | -23.6% |
| All | -80.6% | +74.4% | -155.0% | -89.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AJG.
Daily Out/Under-Performance
Portfolio return minus AJG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AJG 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 AJG 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