-19.0%
PYPL vs GWRE
-25.4%
+6.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -19.9% | +16.7% | +0.6% |
| 7D | +2.4% | -21.1% | +23.5% | +6.8% |
| 30D | -5.1% | +1.3% | -6.4% | -6.5% |
| 3M | +28.6% | +7.4% | +21.1% | +24.2% |
| 6M | +17.9% | +5.6% | +12.3% | +13.4% |
| YTD | -5.3% | -19.2% | +13.9% | -7.7% |
| 1Y | -19.0% | -25.1% | +6.1% | -19.7% |
| All | -19.0% | -25.4% | +6.4% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside GWRE.
Daily Out/Under-Performance
Portfolio return minus GWRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GWRE 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 1y: compounded portfolio wealth divided by compounded GWRE 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…
1y analysis · Full analysis span regression · 6 months rolling