-73.9%
PYPL vs ALLE
+49.9%
-123.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.9% | +1.4% | +1.0% |
| 7D | +3.9% | -0.6% | +4.5% | +4.3% |
| 30D | +7.8% | +25.3% | -17.5% | -5.3% |
| 3M | -0.7% | +10.3% | -10.9% | -6.3% |
| 6M | +28.8% | +38.0% | -9.3% | +6.1% |
| YTD | +2.4% | +17.8% | -15.4% | -9.3% |
| 1Y | -9.6% | +13.6% | -23.2% | -18.0% |
| 3Y | +9.7% | +89.2% | -79.5% | -33.0% |
| All | -73.9% | +49.9% | -123.8% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling