-73.6%
PYPL vs COMP
-28.0%
-45.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -8.2% | +6.1% | -0.5% |
| 7D | +3.5% | -1.8% | +5.3% | +3.8% |
| 30D | +8.0% | -0.8% | +8.7% | +7.8% |
| 3M | +2.0% | -28.1% | +30.2% | +8.1% |
| 6M | +27.6% | +27.0% | +0.6% | +19.4% |
| YTD | +1.9% | -12.8% | +14.7% | +1.2% |
| 1Y | -12.4% | +4.9% | -17.3% | -16.3% |
| 3Y | +6.3% | +321.0% | -314.7% | -30.3% |
| 5Y | -73.6% | -25.6% | -48.0% | -74.6% |
| All | -73.6% | -28.0% | -45.6% | -74.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling