+63.2%
PYPL vs ALM
+595.4%
-532.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | +0.6% |
| 6M | +28.8% | -62.0% | +90.8% | +31.7% |
| YTD | +2.4% | -7.8% | +10.2% | +1.2% |
| 1Y | -9.6% | +26.7% | -36.3% | -11.7% |
| 3Y | +9.7% | +825.4% | -815.7% | -1.3% |
| 5Y | -73.5% | +401.2% | -474.7% | -76.0% |
| 10Y | +46.5% | +2,074.0% | -2,027.6% | +26.9% |
| All | +63.2% | +595.4% | -532.2% | +46.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling