+23.0%
PYPL vs IR
+342.0%
-319.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.3% | -0.4% |
| 7D | +2.2% | +5.0% | -2.9% | +0.2% |
| 30D | +8.1% | +10.3% | -2.2% | +4.0% |
| 3M | +1.9% | -0.1% | +2.0% | +1.6% |
| 6M | +33.1% | +14.8% | +18.4% | +25.3% |
| YTD | +3.8% | +9.7% | -6.0% | -2.6% |
| 1Y | -8.3% | +12.2% | -20.5% | -14.8% |
| 3Y | +11.9% | +30.0% | -18.1% | -3.1% |
| 5Y | -70.4% | +46.8% | -117.3% | -76.0% |
| All | +23.0% | +342.0% | -319.1% | -26.5% |
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