+51.4%
PYPL vs LOW
+279.4%
-228.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.7% |
| 7D | +2.7% | -1.7% | +4.4% | +3.7% |
| 30D | -4.9% | -7.0% | +2.2% | -1.1% |
| 3M | +28.9% | -0.9% | +29.8% | +28.8% |
| 6M | +18.2% | -20.1% | +38.3% | +32.5% |
| YTD | -5.0% | -13.9% | +8.9% | +0.9% |
| 1Y | -18.8% | -21.1% | +2.3% | -9.5% |
| 3Y | -12.6% | -6.6% | -5.9% | -12.9% |
| 5Y | -80.8% | +9.4% | -90.1% | -82.6% |
| 10Y | +49.9% | +220.5% | -170.6% | -22.6% |
| All | +51.4% | +279.4% | -228.0% | -29.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling