-43.8%
PYPL vs ALC
+27.5%
-71.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -2.2% | +3.4% | +2.4% |
| 7D | -1.2% | -6.3% | +5.1% | +2.4% |
| 30D | +6.1% | +12.6% | -6.5% | -1.0% |
| 3M | +1.1% | -3.8% | +4.9% | +2.9% |
| 6M | +32.7% | +16.8% | +15.9% | +20.8% |
| YTD | +2.8% | -7.6% | +10.4% | +6.0% |
| 1Y | -10.8% | -5.9% | -4.9% | -9.1% |
| 3Y | +9.8% | +0.6% | +9.2% | +2.5% |
| 5Y | -70.2% | -9.5% | -60.8% | -70.7% |
| All | -43.8% | +27.5% | -71.2% | -58.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling