+63.8%
PYPL vs APD
+229.9%
-166.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.7% |
| 7D | -1.2% | -1.2% | 0.0% | -0.6% |
| 30D | +6.1% | +11.0% | -4.9% | +0.3% |
| 3M | +1.1% | +2.6% | -1.5% | -0.5% |
| 6M | +32.7% | +4.8% | +27.9% | +28.1% |
| YTD | +2.8% | +31.0% | -28.2% | -13.9% |
| 1Y | -10.8% | +23.4% | -34.2% | -23.0% |
| 3Y | +9.8% | +28.4% | -18.5% | -10.7% |
| 5Y | -70.2% | +15.2% | -85.4% | -74.6% |
| 10Y | +50.1% | +190.7% | -140.6% | -34.3% |
| All | +63.8% | +229.9% | -166.1% | -34.5% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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