+61.9%
PYPL vs APA
+7.9%
+54.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.4% | -2.3% |
| 7D | +1.0% | -5.5% | +6.5% | +1.8% |
| 30D | +5.9% | -1.2% | +7.0% | +5.8% |
| 3M | -0.2% | +10.6% | -10.8% | -2.2% |
| 6M | +30.3% | +28.4% | +1.9% | +24.2% |
| YTD | +1.6% | +89.7% | -88.2% | -9.9% |
| 1Y | -10.3% | +90.6% | -100.9% | -20.6% |
| 3Y | +8.5% | +36.9% | -28.4% | -1.8% |
| 5Y | -71.0% | +83.2% | -154.2% | -75.5% |
| 10Y | +46.9% | -0.1% | +47.0% | +12.1% |
| All | +61.9% | +7.9% | +54.0% | +18.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling