+63.3%
PYPL vs LOW
+325.2%
-261.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | LOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.6% | +1.6% |
| 7D | +0.1% | +1.4% | -1.3% | -0.7% |
| 30D | +5.7% | +21.7% | -16.0% | -5.5% |
| 3M | -1.9% | +5.0% | -6.9% | -5.0% |
| 6M | +31.8% | +4.6% | +27.2% | +27.2% |
| YTD | +2.4% | -3.5% | +5.9% | +1.8% |
| 1Y | -8.2% | +0.5% | -8.8% | -11.2% |
| 3Y | +10.2% | +24.8% | -14.6% | -7.4% |
| 5Y | -71.2% | +6.5% | -77.7% | -73.7% |
| 10Y | +49.6% | +294.6% | -245.0% | -31.4% |
| All | +63.3% | +325.2% | -261.9% | -28.4% |
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