+63.8%
PYPL vs ALK
-31.0%
+94.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.2% | +2.4% | +1.5% |
| 7D | -1.2% | +2.6% | -3.8% | -1.9% |
| 30D | +6.1% | +7.8% | -1.7% | +3.6% |
| 3M | +1.1% | -15.2% | +16.3% | +5.1% |
| 6M | +32.7% | +5.0% | +27.7% | +28.7% |
| YTD | +2.8% | -18.4% | +21.2% | +4.6% |
| 1Y | -10.8% | -2.4% | -8.4% | -14.2% |
| 3Y | +9.8% | +19.8% | -9.9% | -4.9% |
| 5Y | -70.2% | -27.8% | -42.5% | -70.5% |
| 10Y | +50.1% | -42.0% | +92.0% | +40.7% |
| All | +63.8% | -31.0% | +94.8% | +39.2% |
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