-71.8%
PYPL vs ALB
-64.0%
-7.8%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.4% | +3.1% | +2.0% |
| 7D | +0.1% | -5.8% | +5.8% | +1.6% |
| 30D | +5.7% | -4.5% | +10.2% | +6.8% |
| 3M | -1.9% | -28.1% | +26.2% | +5.9% |
| 6M | +31.8% | -53.2% | +85.0% | +58.4% |
| YTD | +2.4% | -33.3% | +35.8% | +8.2% |
| 1Y | -8.2% | -17.4% | +9.2% | -9.6% |
| 3Y | +10.2% | -14.1% | +24.3% | -3.5% |
| All | -71.8% | -64.0% | -7.8% | -69.7% |
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 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