-18.8%
PYPL vs P
+32.0%
-50.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.1% |
| 7D | +2.7% | +6.5% | -3.9% | +2.3% |
| 30D | -4.9% | +18.8% | -23.7% | -5.6% |
| 3M | +28.9% | +26.7% | +2.1% | +27.5% |
| 6M | +18.2% | +62.2% | -43.9% | +11.9% |
| YTD | -5.0% | +48.5% | -53.5% | -9.5% |
| 1Y | -18.8% | +26.4% | -45.2% | -19.7% |
| All | -18.8% | +32.0% | -50.8% | -19.7% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded P 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling