+63.2%
PYPL vs B
+377.3%
-314.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | -0.1% | +0.4% |
| 7D | +3.9% | +9.6% | -5.7% | +2.9% |
| 30D | +7.8% | +3.5% | +4.3% | +7.3% |
| 3M | -0.7% | -1.6% | +0.9% | -0.6% |
| 6M | +28.8% | -1.7% | +30.4% | +28.6% |
| YTD | +2.4% | -5.3% | +7.7% | +2.1% |
| 1Y | -9.6% | +27.2% | -36.8% | -12.8% |
| 3Y | +9.7% | +166.1% | -156.4% | -3.6% |
| 5Y | -73.5% | +136.5% | -210.0% | -76.7% |
| 10Y | +46.5% | +172.2% | -125.8% | +29.7% |
| All | +63.2% | +377.3% | -314.1% | +34.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling