-81.0%
PYPL vs IR
+45.6%
-126.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.7% |
| 7D | +2.7% | -2.8% | +5.5% | +4.2% |
| 30D | -4.9% | -15.1% | +10.2% | +3.3% |
| 3M | +28.9% | +6.1% | +22.8% | +23.8% |
| 6M | +18.2% | -16.8% | +35.1% | +28.2% |
| YTD | -5.0% | -3.5% | -1.5% | -7.6% |
| 1Y | -18.8% | -3.5% | -15.3% | -21.5% |
| 3Y | -12.6% | +9.5% | -22.1% | -27.1% |
| All | -81.0% | +45.6% | -126.7% | -88.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling