-70.2%
PYPL vs LOW
+9.2%
-79.4%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -1.2% | +1.0% | -2.2% | -1.8% |
| 30D | +6.1% | +25.6% | -19.5% | -7.8% |
| 3M | +1.1% | +5.3% | -4.3% | -2.5% |
| 6M | +32.7% | +3.7% | +29.0% | +28.5% |
| YTD | +2.8% | -1.9% | +4.6% | +0.7% |
| 1Y | -10.8% | +0.6% | -11.3% | -14.3% |
| 3Y | +9.8% | +26.4% | -16.6% | -14.6% |
| 5Y | -70.2% | +10.1% | -80.4% | -76.0% |
| All | -70.2% | +9.2% | -79.4% | -76.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling