+65.4%
PYPL vs ALL
+404.1%
-338.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.4% | +1.8% | +1.5% |
| 7D | +2.2% | -3.9% | +6.0% | +3.7% |
| 30D | +8.1% | +10.6% | -2.5% | +3.7% |
| 3M | +1.9% | -4.6% | +6.5% | +3.4% |
| 6M | +33.1% | +20.2% | +12.9% | +22.1% |
| YTD | +3.8% | +23.7% | -19.9% | -6.5% |
| 1Y | -8.3% | +27.9% | -36.2% | -18.7% |
| 3Y | +11.9% | +109.2% | -97.3% | -22.6% |
| 5Y | -70.4% | +148.0% | -218.4% | -81.8% |
| 10Y | +47.2% | +363.8% | -316.6% | -40.4% |
| All | +65.4% | +404.1% | -338.7% | -44.4% |
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