-73.9%
PYPL vs ALC
-11.2%
-62.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.6% |
| 7D | +3.9% | +4.9% | -1.0% | +1.2% |
| 30D | +7.8% | +19.0% | -11.1% | -2.0% |
| 3M | -0.7% | +7.8% | -8.4% | -5.0% |
| 6M | +28.8% | +14.6% | +14.2% | +19.0% |
| YTD | +2.4% | -4.4% | +6.8% | +3.7% |
| 1Y | -9.6% | +1.4% | -11.0% | -11.5% |
| 3Y | +9.7% | +2.5% | +7.2% | +0.4% |
| All | -73.9% | -11.2% | -62.7% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling