+63.2%
PYPL vs ALL
+406.1%
-343.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.5% | +4.9% | +2.2% |
| 7D | +3.9% | -1.9% | +5.9% | +4.7% |
| 30D | +7.8% | +13.8% | -6.0% | +2.2% |
| 3M | -0.7% | -7.0% | +6.3% | +1.9% |
| 6M | +28.8% | +18.0% | +10.7% | +19.0% |
| YTD | +2.4% | +24.2% | -21.8% | -7.9% |
| 1Y | -9.6% | +31.2% | -40.8% | -20.7% |
| 3Y | +9.7% | +107.5% | -97.9% | -23.8% |
| 5Y | -73.5% | +144.8% | -218.3% | -83.5% |
| 10Y | +46.5% | +375.8% | -329.3% | -41.6% |
| All | +63.2% | +406.1% | -343.0% | -45.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling