+9.7%
PYPL vs ALC
+2.3%
+7.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.3% |
| 7D | +3.9% | +4.9% | -1.0% | +2.0% |
| 30D | +7.8% | +19.0% | -11.1% | +0.8% |
| 3M | -0.7% | +7.8% | -8.4% | -3.7% |
| 6M | +28.8% | +14.6% | +14.2% | +21.9% |
| YTD | +2.4% | -4.4% | +6.8% | +3.4% |
| 1Y | -9.6% | +1.4% | -11.0% | -10.6% |
| 3Y | +9.7% | +2.5% | +7.2% | +9.2% |
| All | +9.7% | +2.3% | +7.4% | +9.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling