-3.9%
PYPL vs AS
+133.7%
-137.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.3% | +0.2% | -1.5% |
| 7D | +3.5% | +7.1% | -3.6% | +1.9% |
| 30D | +8.0% | +12.8% | -4.9% | +5.0% |
| 3M | +2.0% | -14.7% | +16.8% | +5.4% |
| 6M | +27.6% | -9.9% | +37.5% | +29.8% |
| YTD | +1.9% | -16.1% | +18.0% | +4.8% |
| 1Y | -12.4% | +0.2% | -12.6% | -13.9% |
| All | -3.9% | +133.7% | -137.6% | -23.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling