+9.7%
PYPL vs AR
+19.9%
-10.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.8% | +1.3% | +0.6% |
| 7D | +3.9% | -14.3% | +18.2% | +5.9% |
| 30D | +7.8% | +1.4% | +6.4% | +7.3% |
| 3M | -0.7% | +3.4% | -4.0% | -1.5% |
| 6M | +28.8% | -2.1% | +30.8% | +28.4% |
| YTD | +2.4% | +4.7% | -2.3% | +0.2% |
| 1Y | -9.6% | +10.6% | -20.2% | -12.7% |
| 3Y | +9.7% | +24.6% | -14.9% | +8.4% |
| All | +9.7% | +19.9% | -10.3% | +8.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling