-20.7%
PYPL vs IRE
-84.4%
+63.8%
-46.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +14.0% | -17.0% | -3.3% |
| 7D | +2.7% | +54.8% | -52.1% | +1.9% |
| 30D | -4.9% | +18.4% | -23.3% | -5.3% |
| 3M | +28.9% | -66.7% | +95.6% | +30.9% |
| 6M | +18.2% | -52.3% | +70.6% | +17.1% |
| YTD | -5.0% | -52.3% | +47.3% | -8.1% |
| All | -20.7% | -84.4% | +63.8% | -20.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling