+88.0%
PYPL vs P
+469.1%
-381.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.5% | -3.1% | -0.4% |
| 7D | +3.9% | -23.8% | +27.7% | +10.3% |
| 30D | +7.8% | -36.6% | +44.4% | +19.1% |
| 3M | -0.7% | +10.9% | -11.5% | -6.0% |
| 6M | +28.8% | +30.0% | -1.2% | +13.5% |
| YTD | +2.4% | +44.4% | -42.0% | -13.7% |
| 1Y | -9.6% | +3.9% | -13.5% | -17.9% |
| 3Y | +9.7% | +176.6% | -166.9% | -33.1% |
| 5Y | -73.5% | +249.3% | -322.7% | -85.4% |
| 10Y | +46.5% | +726.9% | -680.5% | -37.7% |
| All | +88.0% | +469.1% | -381.1% | -18.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling