+65.4%
PYPL vs ALM
+651.4%
-586.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.1% | -6.7% | +1.1% |
| 7D | +2.2% | +0.7% | +1.4% | +2.1% |
| 30D | +8.1% | -26.1% | +34.2% | +9.0% |
| 3M | +1.9% | -38.1% | +40.0% | +3.1% |
| 6M | +33.1% | -55.4% | +88.5% | +35.5% |
| YTD | +3.8% | -0.4% | +4.2% | +2.4% |
| 1Y | -8.3% | +25.4% | -33.7% | -10.4% |
| 3Y | +11.9% | +907.8% | -895.9% | +0.4% |
| 5Y | -70.4% | +440.2% | -510.6% | -73.3% |
| 10Y | +47.2% | +2,031.1% | -1,984.0% | +27.3% |
| All | +65.4% | +651.4% | -586.0% | +47.8% |
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 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