+65.4%
PYPL vs APA
+6.6%
+58.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.2% | +1.5% | +1.4% |
| 7D | +2.2% | -8.7% | +10.9% | +3.5% |
| 30D | +8.1% | -2.4% | +10.5% | +8.3% |
| 3M | +1.9% | +19.0% | -17.1% | -1.3% |
| 6M | +33.1% | +26.8% | +6.3% | +27.1% |
| YTD | +3.8% | +87.3% | -83.6% | -7.8% |
| 1Y | -8.3% | +92.3% | -100.6% | -19.0% |
| 3Y | +11.9% | +37.3% | -25.4% | +1.2% |
| 5Y | -70.4% | +73.2% | -143.6% | -74.9% |
| 10Y | +47.2% | -0.9% | +48.0% | +12.4% |
| All | +65.4% | +6.6% | +58.8% | +21.1% |
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