+61.9%
PYPL vs APTV
-41.4%
+103.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APTV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.9% | -1.3% | -1.8% |
| 7D | +1.0% | -4.3% | +5.3% | +2.5% |
| 30D | +5.9% | -9.7% | +15.5% | +9.6% |
| 3M | -0.2% | -20.6% | +20.3% | +8.0% |
| 6M | +30.3% | -31.7% | +62.0% | +45.6% |
| YTD | +1.6% | -48.0% | +49.6% | +24.2% |
| 1Y | -10.3% | -52.1% | +41.8% | +13.2% |
| 3Y | +8.5% | -47.9% | +56.4% | +28.1% |
| 5Y | -71.0% | -76.9% | +6.0% | -55.1% |
| 10Y | +46.9% | -26.7% | +73.7% | +40.8% |
| All | +61.9% | -41.4% | +103.3% | +67.3% |
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