+9.7%
PYPL vs IR
+27.4%
-17.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | 0.0% |
| 7D | +3.9% | +3.7% | +0.2% | +2.6% |
| 30D | +7.8% | +7.4% | +0.4% | +4.9% |
| 3M | -0.7% | -5.9% | +5.3% | +1.2% |
| 6M | +28.8% | +5.6% | +23.2% | +25.3% |
| YTD | +2.4% | +4.8% | -2.5% | -3.3% |
| 1Y | -9.6% | +6.9% | -16.5% | -15.6% |
| 3Y | +9.7% | +27.6% | -17.9% | +8.0% |
| All | +9.7% | +27.4% | -17.7% | +8.0% |
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 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