-12.3%
PYPL vs ALNY
+23.4%
-35.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.5% | +0.3% | +0.7% |
| 7D | -2.3% | -6.5% | +4.3% | -1.7% |
| 30D | -9.0% | +11.0% | -20.1% | -9.9% |
| 3M | +30.6% | -14.1% | +44.7% | +31.4% |
| 6M | +18.6% | -22.4% | +41.0% | +20.3% |
| YTD | -7.2% | -37.5% | +30.3% | -3.9% |
| 1Y | -19.3% | -46.9% | +27.7% | -15.1% |
| 3Y | -12.3% | +22.1% | -34.4% | -18.2% |
| All | -12.3% | +23.4% | -35.7% | -18.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALNY.
Daily Out/Under-Performance
Portfolio return minus ALNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALNY 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 ALNY 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