-12.3%
PYPL vs AS
-3.0%
-9.3%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.5% |
| 7D | -1.1% | -3.6% | +2.5% | -0.5% |
| 30D | +3.8% | +3.4% | +0.4% | +3.2% |
| 3M | -1.3% | -8.6% | +7.3% | +0.1% |
| 6M | +29.0% | -10.0% | +39.1% | +31.3% |
| YTD | +0.7% | -19.2% | +19.9% | +2.2% |
| 1Y | -12.3% | -3.8% | -8.5% | -9.9% |
| All | -12.3% | -3.0% | -9.3% | -9.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling