-12.3%
PYPL vs GWRE
+50.1%
-62.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -5.8% |
| 3M | +30.6% | +18.9% | +11.7% | +22.8% |
| 6M | +18.6% | -11.0% | +29.5% | +18.3% |
| YTD | -7.2% | -29.9% | +22.7% | -3.1% |
| 1Y | -19.3% | -44.3% | +25.1% | -11.3% |
| 3Y | -12.3% | +51.7% | -64.0% | -32.1% |
| All | -12.3% | +50.1% | -62.4% | -32.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling