-81.0%
PYPL vs COMP
-31.2%
-49.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.5% | -3.6% | -3.1% |
| 7D | +2.7% | +1.4% | +1.3% | +2.4% |
| 30D | -4.9% | -13.3% | +8.4% | -2.4% |
| 3M | +28.9% | +41.1% | -12.2% | +20.0% |
| 6M | +18.2% | +17.2% | +1.1% | +12.4% |
| YTD | -5.0% | +5.2% | -10.2% | -8.6% |
| 1Y | -18.8% | +18.9% | -37.8% | -24.3% |
| 3Y | -12.6% | +215.9% | -228.5% | -38.6% |
| All | -81.0% | -31.2% | -49.9% | -83.0% |
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