-81.0%
PYPL vs LOW
+5.8%
-86.8%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.0% | +3.2% | +2.8% |
| 7D | -5.9% | -2.6% | -3.3% | -4.4% |
| 30D | -9.4% | -11.1% | +1.7% | -2.8% |
| 3M | +31.3% | -8.5% | +39.8% | +37.9% |
| 6M | +19.1% | -20.8% | +39.9% | +36.0% |
| YTD | -7.9% | -17.2% | +9.3% | +0.4% |
| 1Y | -17.9% | -24.7% | +6.9% | -4.6% |
| 3Y | -11.6% | -9.7% | -1.9% | -12.5% |
| 5Y | -81.0% | +6.0% | -87.0% | -83.8% |
| All | -81.0% | +5.8% | -86.8% | -83.8% |
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