-9.9%
PYPL vs ALM
+2,118.4%
-2,128.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.5% | -1.5% | -3.0% |
| 7D | +2.7% | -2.6% | +5.3% | +2.7% |
| 30D | -4.9% | +32.0% | -36.9% | -5.2% |
| 3M | +28.9% | -15.0% | +43.9% | +29.4% |
| 6M | +18.2% | -10.1% | +28.4% | +18.2% |
| YTD | -5.0% | +99.4% | -104.5% | -7.0% |
| 1Y | -18.8% | +316.4% | -335.2% | -22.0% |
| All | -9.9% | +2,118.4% | -2,128.3% | -15.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling