+47.2%
PYPL vs ALLE
+233.6%
-186.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.8% | -1.4% | -0.1% |
| 7D | +2.2% | -0.6% | +2.8% | +2.5% |
| 30D | +8.1% | +26.6% | -18.5% | -5.2% |
| 3M | +1.9% | +13.2% | -11.3% | -5.1% |
| 6M | +33.1% | +42.9% | -9.8% | +8.4% |
| YTD | +3.8% | +21.0% | -17.3% | -9.0% |
| 1Y | -8.3% | +15.2% | -23.5% | -17.3% |
| 3Y | +11.9% | +95.6% | -83.7% | -27.7% |
| 5Y | -70.4% | +53.4% | -123.9% | -78.3% |
| 10Y | +47.2% | +221.5% | -174.3% | -26.2% |
| All | +47.2% | +233.6% | -186.5% | -26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE 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 10y: compounded portfolio wealth divided by compounded ALLE 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…
10y analysis · Full analysis span regression · 6 months rolling