+50.1%
PYPL vs AR
+58.9%
-8.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.4% | +1.0% |
| 7D | -1.2% | +2.1% | -3.3% | -1.4% |
| 30D | +6.1% | +4.5% | +1.6% | +5.5% |
| 3M | +1.1% | +1.0% | +0.1% | +0.8% |
| 6M | +32.7% | +4.4% | +28.3% | +31.7% |
| YTD | +2.8% | +10.9% | -8.1% | +1.1% |
| 1Y | -10.8% | +8.6% | -19.3% | -12.2% |
| 3Y | +9.8% | +48.5% | -38.7% | +3.9% |
| 5Y | -70.2% | +95.7% | -166.0% | -72.7% |
| 10Y | +50.1% | +55.5% | -5.4% | +33.5% |
| All | +50.1% | +58.9% | -8.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 10y: compounded portfolio wealth divided by compounded AR 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…
10y analysis · Full analysis span regression · 6 months rolling