-73.9%
PYPL vs ALB
-61.7%
-12.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +3.9% | +9.1% | -5.2% | +1.6% |
| 30D | +7.8% | -3.4% | +11.2% | +8.6% |
| 3M | -0.7% | -20.6% | +19.9% | +4.6% |
| 6M | +28.8% | -48.2% | +76.9% | +50.6% |
| YTD | +2.4% | -29.2% | +31.6% | +6.5% |
| 1Y | -9.6% | +10.0% | -19.6% | -18.5% |
| 3Y | +9.7% | -12.9% | +22.6% | -3.8% |
| All | -73.9% | -61.7% | -12.1% | -72.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling