+63.2%
PYPL vs ALLY
+127.1%
-63.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.1% |
| 7D | +3.9% | +0.9% | +3.0% | +3.6% |
| 30D | +7.8% | +3.1% | +4.7% | +6.5% |
| 3M | -0.7% | -12.6% | +11.9% | +4.7% |
| 6M | +28.8% | -12.4% | +41.2% | +35.4% |
| YTD | +2.4% | -13.2% | +15.5% | +7.3% |
| 1Y | -9.6% | +1.8% | -11.4% | -11.1% |
| 3Y | +9.7% | +58.0% | -48.3% | -11.2% |
| 5Y | -73.5% | -8.4% | -65.0% | -74.5% |
| 10Y | +46.5% | +195.3% | -148.8% | -13.2% |
| All | +63.2% | +127.1% | -63.9% | +11.0% |
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