+44.1%
PYPL vs ALK
-35.2%
+79.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.4% |
| 7D | +2.7% | -0.7% | +3.3% | +2.8% |
| 30D | -4.9% | -19.2% | +14.3% | +0.4% |
| 3M | +28.9% | -1.5% | +30.4% | +28.2% |
| 6M | +18.2% | -13.1% | +31.3% | +20.1% |
| YTD | -5.0% | -16.4% | +11.4% | -3.6% |
| 1Y | -18.8% | -33.1% | +14.2% | -12.7% |
| 3Y | -12.6% | +0.6% | -13.2% | -19.7% |
| 5Y | -80.8% | -26.4% | -54.4% | -81.1% |
| All | +44.1% | -35.2% | +79.3% | +35.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 ALK 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