-71.8%
PYPL vs PL
+31.5%
-103.3%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.6% | +2.3% | +1.8% |
| 7D | +0.1% | +10.0% | -10.0% | -1.5% |
| 30D | +5.7% | -2.3% | +7.9% | +5.5% |
| 3M | -1.9% | -44.2% | +42.3% | +6.1% |
| 6M | +31.8% | -66.1% | +97.9% | +51.1% |
| YTD | +2.4% | -30.0% | +32.4% | -0.2% |
| 1Y | -8.2% | +21.0% | -29.3% | -20.5% |
| 3Y | +10.2% | +516.5% | -506.3% | -43.5% |
| All | -71.8% | +31.5% | -103.3% | -82.1% |
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