+51.4%
PYPL vs ARWR
+1,169.7%
-1,118.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ARWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.9% | -3.0% |
| 7D | +2.7% | +1.7% | +1.0% | +2.4% |
| 30D | -4.9% | -0.7% | -4.2% | -4.8% |
| 3M | +28.9% | +14.9% | +14.0% | +25.5% |
| 6M | +18.2% | +32.6% | -14.4% | +12.2% |
| YTD | -5.0% | +30.0% | -35.1% | -9.9% |
| 1Y | -18.8% | +208.4% | -227.2% | -33.5% |
| 3Y | -12.6% | +208.8% | -221.4% | -32.9% |
| 5Y | -80.8% | +27.8% | -108.6% | -83.8% |
| 10Y | +49.9% | +1,107.6% | -1,057.6% | -7.0% |
| All | +51.4% | +1,169.7% | -1,118.3% | -7.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ARWR.
Daily Out/Under-Performance
Portfolio return minus ARWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ARWR 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 ARWR 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