-77.9%
PYPL vs PL
+46.3%
-124.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.5% | +0.7% | +1.1% |
| 7D | -1.2% | +13.4% | -14.6% | -3.3% |
| 30D | +6.1% | -10.2% | +16.3% | +7.2% |
| 3M | +1.1% | -39.5% | +40.6% | +8.0% |
| 6M | +32.7% | -65.7% | +98.5% | +51.9% |
| YTD | +2.8% | -27.3% | +30.1% | -0.4% |
| 1Y | -10.8% | +15.0% | -25.8% | -21.8% |
| 3Y | +9.8% | +560.8% | -551.0% | -44.4% |
| 5Y | -70.2% | +38.4% | -108.6% | -80.9% |
| All | -77.9% | +46.3% | -124.2% | -86.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PL.
Daily Out/Under-Performance
Portfolio return minus PL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PL 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 PL 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