+63.8%
PYPL vs LOW
+332.4%
-268.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.1% | +1.3% | +1.3% |
| 7D | -1.2% | +1.0% | -2.2% | -1.7% |
| 30D | +6.1% | +25.6% | -19.5% | -6.7% |
| 3M | +1.1% | +5.3% | -4.3% | -2.3% |
| 6M | +32.7% | +3.7% | +29.0% | +28.7% |
| YTD | +2.8% | -1.9% | +4.6% | +1.2% |
| 1Y | -10.8% | +0.6% | -11.3% | -13.6% |
| 3Y | +9.8% | +26.4% | -16.6% | -8.4% |
| 5Y | -70.2% | +10.1% | -80.4% | -73.3% |
| 10Y | +50.1% | +301.3% | -251.2% | -31.8% |
| All | +63.8% | +332.4% | -268.6% | -28.8% |
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 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