-21.4%
PYPL vs ALHC
-14.5%
-6.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-08 to 2026-09-08.
| Period | Portfolio | ALHC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.6% | -3.2% |
| 7D | +1.7% | -1.0% | +2.7% | +1.8% |
| 30D | -9.7% | -6.3% | -3.4% | -9.6% |
| 3M | +29.2% | -12.3% | +41.5% | +28.7% |
| 6M | +13.9% | -27.0% | +40.9% | +14.4% |
| YTD | -8.1% | -31.8% | +23.7% | -8.8% |
| 1Y | -21.4% | -17.0% | -4.4% | -24.7% |
| All | -21.4% | -14.5% | -6.9% | -24.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALHC.
Daily Out/Under-Performance
Portfolio return minus ALHC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALHC 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 2025-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ALHC 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…
2025-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling