+74.4%
PYPL vs P
+485.4%
-410.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.4% | -4.4% | -3.4% |
| 7D | +2.7% | +6.5% | -3.9% | +1.0% |
| 30D | -4.9% | +18.8% | -23.7% | -9.6% |
| 3M | +28.9% | +26.7% | +2.1% | +18.6% |
| 6M | +18.2% | +62.2% | -43.9% | -0.2% |
| YTD | -5.0% | +48.5% | -53.5% | -18.7% |
| 1Y | -18.8% | +26.4% | -45.2% | -28.9% |
| 3Y | -12.6% | +159.4% | -172.0% | -44.2% |
| 5Y | -80.8% | +275.8% | -356.6% | -89.4% |
| 10Y | +49.9% | +732.0% | -682.1% | -35.1% |
| All | +74.4% | +485.4% | -410.9% | -22.9% |
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