-81.0%
PYPL vs IP
-17.2%
-63.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.2% | -5.2% | -3.8% |
| 7D | +2.7% | -5.3% | +7.9% | +4.5% |
| 30D | -4.9% | -10.9% | +6.0% | -1.3% |
| 3M | +28.9% | +11.2% | +17.7% | +22.9% |
| 6M | +18.2% | -10.2% | +28.5% | +21.0% |
| YTD | -5.0% | -2.0% | -3.0% | -7.5% |
| 1Y | -18.8% | -19.1% | +0.3% | -14.7% |
| 3Y | -12.6% | +20.9% | -33.4% | -26.8% |
| All | -81.0% | -17.2% | -63.9% | -81.9% |
Cumulative growth
Daily Returns
Daily percentage return beside IP.
Daily Out/Under-Performance
Portfolio return minus IP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IP 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 5y: compounded portfolio wealth divided by compounded IP 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…
5y analysis · Full analysis span regression · 6 months rolling