+50.1%
PYPL vs ALM
+2,084.7%
-2,034.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +0.9% | +1.2% |
| 7D | -1.2% | -7.2% | +6.0% | -1.0% |
| 30D | +6.1% | -26.4% | +32.5% | +7.1% |
| 3M | +1.1% | -38.6% | +39.7% | +2.4% |
| 6M | +32.7% | -61.0% | +93.7% | +36.0% |
| YTD | +2.8% | -7.4% | +10.2% | +1.4% |
| 1Y | -10.8% | +14.0% | -24.7% | -12.8% |
| 3Y | +9.8% | +844.4% | -834.6% | -3.0% |
| 5Y | -70.2% | +410.8% | -481.0% | -73.5% |
| 10Y | +50.1% | +2,084.7% | -2,034.7% | +28.0% |
| All | +50.1% | +2,084.7% | -2,034.7% | +28.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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