-9.6%
PYPL vs AR
+8.4%
-18.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.4% |
| 7D | +3.9% | -14.3% | +18.2% | +3.1% |
| 30D | +7.8% | +1.4% | +6.4% | +7.6% |
| 3M | -0.7% | +3.4% | -4.0% | -0.6% |
| 6M | +28.8% | -2.1% | +30.8% | +28.6% |
| YTD | +2.4% | +4.7% | -2.3% | +2.3% |
| 1Y | -9.6% | +10.6% | -20.2% | -10.9% |
| All | -9.6% | +8.4% | -18.0% | -10.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling