+9.7%
PYPL vs COMP
+353.8%
-344.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.7% | -10.3% | -1.2% |
| 7D | +3.9% | +13.4% | -9.5% | +1.8% |
| 30D | +7.8% | +11.1% | -3.3% | +5.7% |
| 3M | -0.7% | -18.8% | +18.2% | +2.0% |
| 6M | +28.8% | +10.5% | +18.3% | +25.6% |
| YTD | +2.4% | -3.4% | +5.8% | +0.6% |
| 1Y | -9.6% | +19.7% | -29.3% | -14.2% |
| 3Y | +9.7% | +381.6% | -371.9% | -24.9% |
| All | +9.7% | +353.8% | -344.1% | -24.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling