+85.0%
PYPL vs P
+547.6%
-462.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +3.4% | -5.4% | -2.8% |
| 7D | -1.1% | +17.8% | -18.9% | -5.1% |
| 30D | +3.8% | -29.9% | +33.7% | +11.8% |
| 3M | -1.3% | -1.2% | -0.1% | -3.4% |
| 6M | +29.0% | +32.1% | -3.1% | +14.0% |
| YTD | +0.7% | +64.3% | -63.6% | -17.8% |
| 1Y | -12.3% | +24.3% | -36.6% | -23.9% |
| 3Y | +7.6% | +203.2% | -195.6% | -35.6% |
| 5Y | -71.7% | +290.4% | -362.1% | -84.8% |
| 10Y | +47.1% | +680.9% | -633.8% | -37.9% |
| All | +85.0% | +547.6% | -462.6% | -22.1% |
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