+8.9%
PYPL vs IR
+282.2%
-273.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.6% | -1.6% | -2.6% |
| 7D | +1.7% | +0.6% | +1.1% | +1.5% |
| 30D | -9.7% | -13.6% | +3.9% | -4.7% |
| 3M | +29.2% | +3.7% | +25.5% | +26.8% |
| 6M | +13.9% | -13.1% | +26.9% | +18.7% |
| YTD | -8.1% | -5.1% | -3.0% | -8.6% |
| 1Y | -21.4% | -6.5% | -14.9% | -21.6% |
| 3Y | -11.8% | +8.5% | -20.3% | -18.1% |
| 5Y | -81.1% | +43.3% | -124.4% | -84.4% |
| All | +8.9% | +282.2% | -273.2% | -31.0% |
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