+13.7%
PYPL vs GPN
+17.4%
-3.8%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.4% |
| 7D | -4.3% | -6.2% | +1.9% | -0.8% |
| 30D | -11.5% | +1.0% | -12.5% | -12.0% |
| 3M | +26.1% | +36.9% | -10.8% | +5.3% |
| 6M | +13.7% | +16.8% | -3.1% | +2.6% |
| All | +13.7% | +17.4% | -3.8% | +2.6% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling