-71.8%
PYPL vs IP
-13.5%
-58.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.2% | +1.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +5.7% | +7.9% | -2.3% | +2.8% |
| 3M | -1.9% | -15.3% | +13.4% | +3.5% |
| 6M | +31.8% | +10.5% | +21.3% | +25.3% |
| YTD | +2.4% | -9.4% | +11.8% | +2.2% |
| 1Y | -8.2% | -4.6% | -3.6% | -10.7% |
| 3Y | +10.2% | +21.2% | -11.0% | -10.6% |
| All | -71.8% | -13.5% | -58.3% | -72.1% |
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