-77.7%
PYPL vs PL
+46.6%
-124.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +14.5% | -13.1% | -0.8% |
| 7D | +2.2% | +10.9% | -8.7% | +0.3% |
| 30D | +8.1% | -16.4% | +24.5% | +10.4% |
| 3M | +1.9% | -39.9% | +41.9% | +9.0% |
| 6M | +33.1% | -63.2% | +96.3% | +50.5% |
| YTD | +3.8% | -27.1% | +30.9% | +0.5% |
| 1Y | -8.3% | +12.2% | -20.5% | -19.4% |
| 3Y | +11.9% | +584.3% | -572.4% | -43.9% |
| 5Y | -70.4% | +37.0% | -107.4% | -81.1% |
| All | -77.7% | +46.6% | -124.3% | -85.9% |
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