-9.9%
PYPL vs IR
+10.0%
-19.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.5% |
| 7D | +2.7% | -2.8% | +5.5% | +3.7% |
| 30D | -4.9% | -15.1% | +10.2% | +0.9% |
| 3M | +28.9% | +6.1% | +22.8% | +25.3% |
| 6M | +18.2% | -16.8% | +35.1% | +25.6% |
| YTD | -5.0% | -3.5% | -1.5% | -7.4% |
| 1Y | -18.8% | -3.5% | -15.3% | -21.3% |
| All | -9.9% | +10.0% | -19.9% | -24.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling