+51.4%
PYPL vs INDA
+82.0%
-30.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | INDA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | +0.7% | +2.0% | +2.2% |
| 30D | -4.9% | -0.8% | -4.1% | -4.4% |
| 3M | +28.9% | +3.9% | +24.9% | +25.4% |
| 6M | +18.2% | -0.7% | +19.0% | +18.5% |
| YTD | -5.0% | -7.7% | +2.6% | +0.1% |
| 1Y | -18.8% | -5.1% | -13.7% | -16.3% |
| 3Y | -12.6% | +13.6% | -26.2% | -21.3% |
| 5Y | -80.8% | +7.8% | -88.6% | -81.8% |
| 10Y | +49.9% | +84.6% | -34.7% | -1.4% |
| All | +51.4% | +82.0% | -30.6% | +3.1% |
Cumulative growth
Daily Returns
Daily percentage return beside INDA.
Daily Out/Under-Performance
Portfolio return minus INDA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × INDA 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 INDA 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