+46.9%
PYPL vs ALLY
+182.8%
-135.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.2% | +0.1% | -1.2% |
| 7D | +1.0% | -0.7% | +1.6% | +1.3% |
| 30D | +5.9% | +1.1% | +4.7% | +5.3% |
| 3M | -0.2% | -13.2% | +12.9% | +5.4% |
| 6M | +30.3% | -13.5% | +43.8% | +37.7% |
| YTD | +1.6% | -14.3% | +15.9% | +7.0% |
| 1Y | -10.3% | -1.1% | -9.1% | -10.8% |
| 3Y | +8.5% | +62.0% | -53.5% | -13.1% |
| 5Y | -71.0% | -9.6% | -61.3% | -72.0% |
| 10Y | +46.9% | +176.0% | -129.0% | +3.6% |
| All | +46.9% | +182.8% | -135.9% | +3.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLY.
Daily Out/Under-Performance
Portfolio return minus ALLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLY 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 ALLY 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