-48.0%
PYPL vs ALC
+24.0%
-72.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -1.8% |
| 7D | +2.7% | -2.1% | +4.8% | +3.9% |
| 30D | -4.9% | -0.1% | -4.8% | -5.0% |
| 3M | +28.9% | +5.9% | +23.0% | +24.6% |
| 6M | +18.2% | -15.9% | +34.2% | +29.0% |
| YTD | -5.0% | -10.1% | +5.1% | -0.2% |
| 1Y | -18.8% | -10.2% | -8.6% | -14.9% |
| 3Y | -12.6% | -13.6% | +1.0% | -9.8% |
| 5Y | -80.8% | -15.1% | -65.6% | -80.3% |
| All | -48.0% | +24.0% | -72.0% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling