+51.4%
PYPL vs ALLE
+199.1%
-147.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.0% | -4.0% | -3.6% |
| 7D | +2.7% | -0.2% | +2.9% | +2.8% |
| 30D | -4.9% | -6.8% | +1.9% | -1.1% |
| 3M | +28.9% | +21.0% | +7.8% | +15.1% |
| 6M | +18.2% | +1.1% | +17.1% | +16.2% |
| YTD | -5.0% | -0.5% | -4.5% | -7.0% |
| 1Y | -18.8% | -7.3% | -11.6% | -17.3% |
| 3Y | -12.6% | +42.3% | -54.8% | -32.4% |
| 5Y | -80.8% | +13.5% | -94.2% | -83.3% |
| 10Y | +49.9% | +144.0% | -94.1% | -21.9% |
| All | +51.4% | +199.1% | -147.7% | -33.1% |
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