-19.3%
PYPL vs GWRE
-44.7%
+25.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GWRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.6% | +0.2% | +0.6% |
| 7D | -2.3% | -13.2% | +11.0% | +0.8% |
| 30D | -9.0% | -18.6% | +9.5% | -6.0% |
| 3M | +30.6% | +18.9% | +11.7% | +21.5% |
| 6M | +18.6% | -11.0% | +29.5% | +18.5% |
| YTD | -7.2% | -29.9% | +22.7% | -3.4% |
| 1Y | -19.3% | -44.3% | +25.1% | -6.9% |
| All | -19.3% | -44.7% | +25.4% | -6.9% |
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