+51.4%
PYPL vs B
+426.6%
-375.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | B | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.2% | -0.8% | -2.8% |
| 7D | +2.7% | -1.6% | +4.3% | +2.9% |
| 30D | -4.9% | +9.4% | -14.3% | -5.8% |
| 3M | +28.9% | +5.0% | +23.9% | +28.0% |
| 6M | +18.2% | -3.5% | +21.8% | +18.2% |
| YTD | -5.0% | +4.5% | -9.5% | -6.2% |
| 1Y | -18.8% | +67.8% | -86.6% | -24.2% |
| 3Y | -12.6% | +196.7% | -209.3% | -24.0% |
| 5Y | -80.8% | +151.9% | -232.7% | -83.2% |
| 10Y | +49.9% | +202.2% | -152.2% | +31.6% |
| All | +51.4% | +426.6% | -375.2% | +24.0% |
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 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