-4.2%
PYPL vs AS
+137.8%
-141.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.8% | -0.3% | -1.7% |
| 7D | +1.0% | +4.5% | -3.5% | 0.0% |
| 30D | +5.9% | +13.2% | -7.4% | +2.9% |
| 3M | -0.2% | -11.9% | +11.7% | +2.3% |
| 6M | +30.3% | -11.6% | +41.9% | +33.3% |
| YTD | +1.6% | -14.7% | +16.3% | +4.1% |
| 1Y | -10.3% | +5.7% | -16.0% | -13.0% |
| All | -4.2% | +137.8% | -141.9% | -23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 AS 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