+43.7%
PYPL vs GPN
+77.8%
-34.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | GPN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.7% | +0.8% | -0.3% |
| 7D | -4.3% | -6.2% | +1.9% | -0.7% |
| 30D | -11.5% | +1.0% | -12.5% | -12.1% |
| 3M | +26.1% | +36.9% | -10.8% | +4.5% |
| 6M | +13.7% | +16.8% | -3.1% | +2.8% |
| YTD | -9.8% | +13.2% | -23.1% | -17.8% |
| 1Y | -22.1% | +1.4% | -23.5% | -24.4% |
| 3Y | -13.5% | -28.6% | +15.2% | -0.3% |
| 5Y | -81.6% | -47.0% | -34.6% | -75.4% |
| 10Y | +38.8% | +25.2% | +13.6% | +15.0% |
| All | +43.7% | +77.8% | -34.1% | -4.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling