+51.4%
PYPL vs ALK
-29.3%
+80.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.6% | -3.5% |
| 7D | +2.7% | -0.7% | +3.3% | +2.9% |
| 30D | -4.9% | -19.2% | +14.3% | +0.6% |
| 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% | -12.5% |
| 3Y | -12.6% | +0.6% | -13.2% | -19.9% |
| 5Y | -80.8% | -26.4% | -54.4% | -81.0% |
| 10Y | +49.9% | -34.2% | +84.1% | +34.1% |
| All | +51.4% | -29.3% | +80.7% | +28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling