+51.4%
PYPL vs APTV
-29.0%
+80.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.1% | -6.1% | -4.1% |
| 7D | +2.7% | +4.8% | -2.1% | +0.9% |
| 30D | -4.9% | +2.0% | -6.9% | -5.9% |
| 3M | +28.9% | -34.2% | +63.1% | +48.2% |
| 6M | +18.2% | -34.7% | +52.9% | +34.6% |
| YTD | -5.0% | -37.0% | +32.0% | +8.6% |
| 1Y | -18.8% | -40.4% | +21.6% | -5.3% |
| 3Y | -12.6% | -54.1% | +41.5% | +8.7% |
| 5Y | -80.8% | -68.0% | -12.8% | -73.5% |
| 10Y | +49.9% | -15.5% | +65.4% | +36.6% |
| All | +51.4% | -29.0% | +80.4% | +46.3% |
Cumulative growth
Daily Returns
Daily percentage return beside APTV.
Daily Out/Under-Performance
Portfolio return minus APTV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APTV 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 APTV 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