-75.5%
PYPL vs COMP
-49.2%
-26.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +5.7% | -4.3% | +0.3% |
| 7D | +2.2% | +14.5% | -12.4% | -0.6% |
| 30D | +8.1% | +14.9% | -6.8% | +4.9% |
| 3M | +1.9% | -14.2% | +16.1% | +4.2% |
| 6M | +33.1% | +23.7% | +9.4% | +26.2% |
| YTD | +3.8% | +2.1% | +1.7% | 0.0% |
| 1Y | -8.3% | +26.2% | -34.5% | -15.4% |
| 3Y | +11.9% | +470.9% | -459.0% | -29.9% |
| 5Y | -70.4% | -14.0% | -56.4% | -75.8% |
| All | -75.5% | -49.2% | -26.2% | -79.3% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 10y: compounded portfolio wealth divided by compounded COMP 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…
10y analysis · Full analysis span regression · 6 months rolling