-12.3%
PYPL vs GPN
-27.4%
+15.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | 0.0% | +0.8% | +0.8% |
| 7D | -2.3% | -4.3% | +2.1% | 0.0% |
| 30D | -9.0% | 0.0% | -9.0% | -9.1% |
| 3M | +30.6% | +35.8% | -5.2% | +11.3% |
| 6M | +18.6% | +22.0% | -3.4% | +6.3% |
| YTD | -7.2% | +15.2% | -22.4% | -14.9% |
| 1Y | -19.3% | +3.5% | -22.7% | -21.8% |
| 3Y | -12.3% | -26.9% | +14.6% | +0.5% |
| All | -12.3% | -27.4% | +15.1% | +0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside GPN.
Daily Out/Under-Performance
Portfolio return minus GPN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GPN 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 GPN 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