+51.4%
PYPL vs APA
+1.8%
+49.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -8.0% |
| 3M | +28.9% | +12.7% | +16.2% | +26.0% |
| 6M | +18.2% | +39.4% | -21.2% | +11.0% |
| YTD | -5.0% | +79.0% | -84.0% | -14.7% |
| 1Y | -18.8% | +88.8% | -107.7% | -28.2% |
| 3Y | -12.6% | +6.4% | -18.9% | -17.5% |
| 5Y | -80.8% | +153.0% | -233.8% | -84.5% |
| 10Y | +49.9% | +7.5% | +42.4% | +12.2% |
| All | +51.4% | +1.8% | +49.6% | +12.1% |
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