-73.9%
PYPL vs PL
+20.8%
-94.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +10.4% | -9.9% | -1.1% |
| 7D | +3.9% | -6.8% | +10.7% | +4.7% |
| 30D | +7.8% | -29.3% | +37.1% | +13.0% |
| 3M | -0.7% | -44.8% | +44.1% | +7.7% |
| 6M | +28.8% | -68.4% | +97.2% | +48.7% |
| YTD | +2.4% | -36.4% | +38.7% | +1.3% |
| 1Y | -9.6% | +0.7% | -10.3% | -19.2% |
| 3Y | +9.7% | +455.3% | -445.6% | -42.7% |
| All | -73.9% | +20.8% | -94.7% | -83.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling