+41.5%
PYPL vs ALB
+74.4%
-32.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.8% |
| 7D | +2.7% | -8.1% | +10.7% | +5.0% |
| 30D | -4.9% | +6.3% | -11.2% | -6.8% |
| 3M | +28.9% | -23.6% | +52.5% | +37.4% |
| 6M | +18.2% | -24.6% | +42.9% | +24.4% |
| YTD | -5.0% | -10.3% | +5.2% | -6.4% |
| 1Y | -18.8% | +61.5% | -80.3% | -34.6% |
| 3Y | -12.6% | -34.0% | +21.4% | -13.4% |
| 5Y | -80.8% | -44.6% | -36.2% | -80.7% |
| All | +41.5% | +74.4% | -32.9% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 10y: compounded portfolio wealth divided by compounded ALB 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…
10y analysis · Full analysis span regression · 6 months rolling