-81.0%
PYPL vs APA
+156.4%
-237.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.5% |
| 7D | +2.7% | +0.5% | +2.1% | +2.6% |
| 30D | -4.9% | +23.4% | -28.3% | -8.4% |
| 3M | +28.9% | +12.7% | +16.2% | +25.7% |
| 6M | +18.2% | +39.4% | -21.2% | +9.7% |
| YTD | -5.0% | +79.0% | -84.0% | -16.6% |
| 1Y | -18.8% | +88.8% | -107.7% | -30.1% |
| 3Y | -12.6% | +6.4% | -18.9% | -18.0% |
| All | -81.0% | +156.4% | -237.4% | -86.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling