-13.3%
PYPL vs IRE
-97.3%
+84.0%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.5% | +3.9% | +1.4% |
| 7D | +2.2% | -15.5% | +17.7% | +2.1% |
| 30D | +8.1% | -70.4% | +78.5% | +9.4% |
| 3M | +1.9% | -81.6% | +83.5% | +3.4% |
| 6M | +33.1% | -94.7% | +127.8% | +37.4% |
| YTD | +3.8% | -91.8% | +95.5% | +2.3% |
| 1Y | -8.3% | -97.6% | +89.3% | -4.6% |
| All | -13.3% | -97.3% | +84.0% | -11.7% |
Cumulative growth
Daily Returns
Daily percentage return beside IRE.
Daily Out/Under-Performance
Portfolio return minus IRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IRE 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 IRE 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