+43.7%
PYPL vs ALNY
+120.9%
-77.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.8% | -1.1% | -1.8% |
| 7D | -4.3% | -3.5% | -0.8% | -3.8% |
| 30D | -11.5% | +18.9% | -30.4% | -13.9% |
| 3M | +26.1% | -13.3% | +39.5% | +27.5% |
| 6M | +13.7% | -20.3% | +33.9% | +16.1% |
| YTD | -9.8% | -35.1% | +25.3% | -5.1% |
| 1Y | -22.1% | -46.5% | +24.4% | -15.6% |
| 3Y | -13.5% | +28.1% | -41.6% | -21.3% |
| 5Y | -81.6% | +36.1% | -117.7% | -84.0% |
| 10Y | +38.8% | +269.7% | -230.9% | +3.3% |
| All | +43.7% | +120.9% | -77.2% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling