+62.4%
PYPL vs LIN
+439.3%
-376.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LIN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.6% |
| 7D | +3.5% | +3.6% | -0.1% | +1.2% |
| 30D | +8.0% | +6.4% | +1.6% | +3.6% |
| 3M | +2.0% | +6.5% | -4.5% | -2.3% |
| 6M | +27.6% | +4.9% | +22.7% | +22.4% |
| YTD | +1.9% | +23.4% | -21.6% | -13.2% |
| 1Y | -12.4% | +26.3% | -38.7% | -26.6% |
| 3Y | +6.3% | +38.0% | -31.7% | -17.0% |
| 5Y | -73.6% | +68.0% | -141.6% | -82.2% |
| 10Y | +45.8% | +437.1% | -391.4% | -53.8% |
| All | +62.4% | +439.3% | -376.9% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside LIN.
Daily Out/Under-Performance
Portfolio return minus LIN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LIN 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 LIN 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