-14.8%
PYPL vs LOW
-9.4%
-5.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.4% |
| 7D | -4.3% | -0.6% | -3.7% | -4.1% |
| 30D | -11.5% | -9.3% | -2.2% | -7.6% |
| 3M | +26.1% | -8.1% | +34.2% | +30.6% |
| 6M | +13.7% | -19.8% | +33.4% | +24.9% |
| YTD | -9.8% | -16.4% | +6.5% | -4.7% |
| 1Y | -22.1% | -24.7% | +2.6% | -12.4% |
| All | -14.8% | -9.4% | -5.4% | -20.3% |
Cumulative growth
Daily Returns
Daily percentage return beside LOW.
Daily Out/Under-Performance
Portfolio return minus LOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × LOW 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 LOW 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