-81.0%
PYPL vs ALL
+118.4%
-199.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.7% |
| 7D | +2.7% | 0.0% | +2.6% | +2.7% |
| 30D | -4.9% | -1.5% | -3.4% | -4.6% |
| 3M | +28.9% | +23.6% | +5.3% | +20.7% |
| 6M | +18.2% | +22.3% | -4.1% | +10.9% |
| YTD | -5.0% | +26.5% | -31.5% | -12.1% |
| 1Y | -18.8% | +27.0% | -45.8% | -25.1% |
| 3Y | -12.6% | +149.6% | -162.2% | -37.3% |
| All | -81.0% | +118.4% | -199.5% | -86.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 5y: compounded portfolio wealth divided by compounded ALL 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…
5y analysis · Full analysis span regression · 6 months rolling