-12.8%
PYPL vs AR
+40.7%
-53.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.9% |
| 7D | +2.7% | +2.5% | +0.2% | +2.3% |
| 30D | -4.9% | +14.8% | -19.7% | -6.8% |
| 3M | +28.9% | +6.2% | +22.7% | +27.6% |
| 6M | +18.2% | +4.3% | +14.0% | +16.8% |
| YTD | -5.0% | +14.4% | -19.4% | -7.9% |
| 1Y | -18.8% | +21.3% | -40.2% | -22.6% |
| All | -12.8% | +40.7% | -53.6% | -18.9% |
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 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