+19.4%
PYPL vs IR
+334.1%
-314.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.3% | -2.3% | -2.1% |
| 7D | -1.1% | +4.2% | -5.3% | -2.7% |
| 30D | +3.8% | +8.1% | -4.3% | +0.6% |
| 3M | -1.3% | +0.7% | -1.9% | -1.9% |
| 6M | +29.0% | +16.6% | +12.5% | +20.8% |
| YTD | +0.7% | +7.8% | -7.0% | -4.8% |
| 1Y | -12.3% | +9.9% | -22.2% | -17.8% |
| 3Y | +7.6% | +25.2% | -17.6% | -5.4% |
| 5Y | -71.7% | +46.8% | -118.5% | -77.0% |
| All | +19.4% | +334.1% | -314.7% | -28.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IR.
Daily Out/Under-Performance
Portfolio return minus IR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IR 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 10y: compounded portfolio wealth divided by compounded IR 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…
10y analysis · Full analysis span regression · 6 months rolling