-73.9%
PYPL vs ALM
+396.4%
-470.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.1% | -1.7% | +0.4% |
| 7D | +3.9% | -6.7% | +10.6% | +4.1% |
| 30D | +7.8% | -32.9% | +40.7% | +9.0% |
| 3M | -0.7% | -39.5% | +38.8% | +0.7% |
| 6M | +28.8% | -62.0% | +90.8% | +32.0% |
| YTD | +2.4% | -7.8% | +10.2% | +0.7% |
| 1Y | -9.6% | +26.7% | -36.3% | -12.5% |
| 3Y | +9.7% | +825.4% | -815.7% | -5.0% |
| All | -73.9% | +396.4% | -470.3% | -77.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling