-81.0%
PYPL vs ALB
-44.4%
-36.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.4% | +1.4% | -1.9% |
| 7D | +2.7% | -8.1% | +10.7% | +4.9% |
| 30D | -4.9% | +6.3% | -11.2% | -6.7% |
| 3M | +28.9% | -23.6% | +52.5% | +37.0% |
| 6M | +18.2% | -24.6% | +42.9% | +24.0% |
| YTD | -5.0% | -10.3% | +5.2% | -6.6% |
| 1Y | -18.8% | +61.5% | -80.3% | -34.9% |
| 3Y | -12.6% | -34.0% | +21.4% | -11.3% |
| All | -81.0% | -44.4% | -36.7% | -81.7% |
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