+36.9%
PYPL vs PH
+794.6%
-757.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -2.9% |
| 7D | +1.7% | +0.4% | +1.3% | +1.6% |
| 30D | -9.7% | -10.8% | +1.1% | -4.6% |
| 3M | +29.2% | +8.5% | +20.8% | +23.5% |
| 6M | +13.9% | +3.9% | +10.0% | +10.2% |
| YTD | -8.1% | +9.4% | -17.5% | -13.8% |
| 1Y | -21.4% | +26.8% | -48.2% | -32.0% |
| 3Y | -11.8% | +140.8% | -152.6% | -45.7% |
| 5Y | -81.1% | +253.8% | -334.9% | -90.5% |
| 10Y | +36.9% | +792.3% | -755.4% | -54.9% |
| All | +36.9% | +794.6% | -757.7% | -54.9% |
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