+51.4%
PYPL vs ALLY
+157.8%
-106.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | +2.7% | +3.7% | -1.0% | +1.3% |
| 30D | -4.9% | -2.3% | -2.6% | -4.0% |
| 3M | +28.9% | +3.8% | +25.1% | +27.1% |
| 6M | +18.2% | +9.7% | +8.5% | +13.6% |
| YTD | -5.0% | -1.4% | -3.6% | -5.2% |
| 1Y | -18.8% | +8.2% | -27.1% | -22.1% |
| 3Y | -12.6% | +66.5% | -79.1% | -30.8% |
| 5Y | -80.8% | +1.2% | -82.0% | -82.3% |
| 10Y | +49.9% | +191.4% | -141.5% | -10.7% |
| All | +51.4% | +157.8% | -106.4% | -1.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling