+63.2%
PYPL vs ALB
+114.4%
-51.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.9% | -0.4% | +0.2% |
| 7D | +3.9% | +9.1% | -5.2% | +1.4% |
| 30D | +7.8% | -3.4% | +11.2% | +8.7% |
| 3M | -0.7% | -20.6% | +19.9% | +5.1% |
| 6M | +28.8% | -48.2% | +76.9% | +52.4% |
| YTD | +2.4% | -29.2% | +31.6% | +7.4% |
| 1Y | -9.6% | +10.0% | -19.6% | -18.0% |
| 3Y | +9.7% | -12.9% | +22.6% | -2.7% |
| 5Y | -73.5% | -61.3% | -12.2% | -70.4% |
| 10Y | +46.5% | +35.8% | +10.7% | -5.2% |
| All | +63.2% | +114.4% | -51.2% | -10.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling