-14.1%
PYPL vs IRE
-97.5%
+83.3%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +12.1% | -10.9% | +1.0% |
| 7D | -1.2% | -15.1% | +13.9% | -1.2% |
| 30D | +6.1% | -71.4% | +77.5% | +7.3% |
| 3M | +1.1% | -81.2% | +82.2% | +2.6% |
| 6M | +32.7% | -93.7% | +126.5% | +36.4% |
| YTD | +2.8% | -92.2% | +95.0% | +1.3% |
| 1Y | -10.8% | -97.3% | +86.5% | -8.2% |
| All | -14.1% | -97.5% | +83.3% | -12.5% |
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