-14.5%
PYPL vs IRE
-97.2%
+82.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +39.6% | -39.1% | 0.0% |
| 7D | +3.9% | -27.2% | +31.1% | +4.0% |
| 30D | +7.8% | -75.1% | +82.9% | +9.3% |
| 3M | -0.7% | -77.9% | +77.2% | +0.7% |
| 6M | +28.8% | -94.6% | +123.4% | +32.8% |
| YTD | +2.4% | -91.5% | +93.9% | +0.9% |
| 1Y | -9.6% | -97.8% | +88.2% | -5.1% |
| All | -14.5% | -97.2% | +82.8% | -12.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling