+47.2%
PYPL vs PH
+778.3%
-731.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.2% | -2.9% | -0.7% |
| 7D | +2.2% | +3.0% | -0.9% | +0.5% |
| 30D | +8.1% | -0.6% | +8.8% | +7.9% |
| 3M | +1.9% | -10.7% | +12.7% | +7.1% |
| 6M | +33.1% | +9.1% | +24.1% | +25.8% |
| YTD | +3.8% | +9.5% | -5.7% | -3.4% |
| 1Y | -8.3% | +14.0% | -22.3% | -16.4% |
| 3Y | +11.9% | +138.9% | -127.0% | -31.3% |
| 5Y | -70.4% | +209.1% | -279.6% | -84.4% |
| 10Y | +47.2% | +737.3% | -690.1% | -48.0% |
| All | +47.2% | +778.3% | -731.1% | -48.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PH.
Daily Out/Under-Performance
Portfolio return minus PH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PH 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 10y: compounded portfolio wealth divided by compounded PH 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…
10y analysis · Full analysis span regression · 6 months rolling