+36.9%
PYPL vs ALM
+3,219.4%
-3,182.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +8.8% | -12.1% | -3.5% |
| 7D | +1.7% | +8.4% | -6.7% | +1.5% |
| 30D | -9.7% | +34.8% | -44.6% | -10.6% |
| 3M | +29.2% | +16.2% | +13.0% | +28.2% |
| 6M | +13.9% | +2.1% | +11.7% | +13.0% |
| YTD | -8.1% | +117.0% | -125.1% | -11.5% |
| 1Y | -21.4% | +313.9% | -335.2% | -26.3% |
| 3Y | -11.8% | +2,327.9% | -2,339.8% | -24.4% |
| 5Y | -81.1% | +1,040.6% | -1,121.8% | -83.5% |
| 10Y | +36.9% | +3,219.4% | -3,182.5% | +14.8% |
| All | +36.9% | +3,219.4% | -3,182.5% | +14.8% |
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