-81.0%
PYPL vs PL
+82.7%
-163.7%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.8% | -2.8% |
| 7D | +2.7% | -9.3% | +12.0% | +4.1% |
| 30D | -4.9% | -18.9% | +14.0% | -1.9% |
| 3M | +28.9% | -58.4% | +87.3% | +45.0% |
| 6M | +18.2% | -30.3% | +48.5% | +18.9% |
| YTD | -5.0% | -8.1% | +3.1% | -10.4% |
| 1Y | -18.8% | +180.5% | -199.3% | -40.6% |
| 3Y | -12.6% | +444.1% | -456.7% | -51.8% |
| All | -81.0% | +82.7% | -163.7% | -88.1% |
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