+9.7%
PYPL vs B
+165.5%
-155.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +3.9% | +9.6% | -5.7% | +2.5% |
| 30D | +7.8% | +3.5% | +4.3% | +7.1% |
| 3M | -0.7% | -1.6% | +0.9% | -0.5% |
| 6M | +28.8% | -1.7% | +30.4% | +28.8% |
| YTD | +2.4% | -5.3% | +7.7% | +2.0% |
| 1Y | -9.6% | +27.2% | -36.8% | -14.4% |
| 3Y | +9.7% | +166.1% | -156.4% | -16.0% |
| All | +9.7% | +165.5% | -155.8% | -16.0% |
Cumulative growth
Daily Returns
Daily percentage return beside B.
Daily Out/Under-Performance
Portfolio return minus B return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × B 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 B 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