-71.0%
PYPL vs PL
+36.0%
-107.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +1.0% | +5.6% | -4.6% | -0.2% |
| 30D | +5.9% | -16.9% | +22.8% | +8.2% |
| 3M | -0.2% | -38.2% | +38.0% | +6.3% |
| 6M | +30.3% | -63.4% | +93.8% | +47.5% |
| YTD | +1.6% | -27.6% | +29.2% | -1.5% |
| 1Y | -10.3% | +6.6% | -16.9% | -20.3% |
| 3Y | +8.5% | +557.6% | -549.1% | -45.2% |
| 5Y | -71.0% | +39.5% | -110.4% | -81.4% |
| All | -71.0% | +36.0% | -107.0% | -81.4% |
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