-49.7%
PYPL vs ALC
+21.6%
-71.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.0% | -1.3% | -2.1% |
| 7D | +1.7% | -3.7% | +5.4% | +3.9% |
| 30D | -9.7% | -3.7% | -6.0% | -7.8% |
| 3M | +29.2% | +4.6% | +24.7% | +25.8% |
| 6M | +13.9% | -14.6% | +28.5% | +23.1% |
| YTD | -8.1% | -11.9% | +3.8% | -2.3% |
| 1Y | -21.4% | -13.1% | -8.2% | -16.0% |
| 3Y | -11.8% | -15.0% | +3.2% | -8.1% |
| 5Y | -81.1% | -16.2% | -65.0% | -80.6% |
| All | -49.7% | +21.6% | -71.3% | -61.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALC 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling