+63.2%
PYPL vs ALLE
+254.1%
-190.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.4% |
| 6M | +28.8% | +38.0% | -9.3% | +6.3% |
| YTD | +2.4% | +17.8% | -15.4% | -9.2% |
| 1Y | -9.6% | +13.6% | -23.2% | -18.1% |
| 3Y | +9.7% | +89.2% | -79.5% | -28.4% |
| 5Y | -73.5% | +51.1% | -124.5% | -80.4% |
| 10Y | +46.5% | +228.1% | -181.7% | -36.6% |
| All | +63.2% | +254.1% | -190.9% | -34.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling