-10.4%
PYPL vs AS
+120.4%
-130.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.6% | -6.6% | -3.8% |
| 7D | +2.7% | -4.9% | +7.6% | +3.8% |
| 30D | -4.9% | -19.6% | +14.7% | -0.3% |
| 3M | +28.9% | -14.4% | +43.3% | +33.1% |
| 6M | +18.2% | -20.1% | +38.4% | +23.4% |
| YTD | -5.0% | -20.9% | +15.9% | -0.9% |
| 1Y | -18.8% | -21.9% | +3.0% | -15.4% |
| All | -10.4% | +120.4% | -130.8% | -27.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling