+38.8%
PYPL vs APA
-1.1%
+39.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.0% | -4.9% | -2.3% |
| 7D | -4.3% | +0.3% | -4.7% | -4.4% |
| 30D | -11.5% | +9.3% | -20.8% | -12.7% |
| 3M | +26.1% | +23.3% | +2.8% | +21.8% |
| 6M | +13.7% | +39.5% | -25.8% | +7.0% |
| YTD | -9.8% | +87.6% | -97.5% | -19.3% |
| 1Y | -22.1% | +114.2% | -136.3% | -32.1% |
| 3Y | -13.5% | +13.6% | -27.1% | -19.0% |
| 5Y | -81.6% | +175.6% | -257.2% | -85.2% |
| 10Y | +38.8% | -2.6% | +41.4% | -0.2% |
| All | +38.8% | -1.1% | +39.9% | -0.2% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 10y: compounded portfolio wealth divided by compounded APA 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…
10y analysis · Full analysis span regression · 6 months rolling