-73.6%
PYPL vs PL
+11.6%
-85.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -10.1% | +8.1% | -0.6% |
| 7D | +3.5% | -20.5% | +24.1% | +6.9% |
| 30D | +8.0% | -38.8% | +46.7% | +15.6% |
| 3M | +2.0% | -49.1% | +51.2% | +12.0% |
| 6M | +27.6% | -69.4% | +96.9% | +47.9% |
| YTD | +1.9% | -42.3% | +44.2% | +2.3% |
| 1Y | -12.4% | -14.2% | +1.8% | -19.6% |
| 3Y | +6.3% | +398.7% | -392.4% | -43.5% |
| 5Y | -73.6% | +11.1% | -84.7% | -82.6% |
| All | -73.6% | +11.6% | -85.2% | -82.6% |
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