-19.3%
PYPL vs PNR
-47.6%
+28.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PNR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.3% | +1.0% | +0.8% |
| 7D | -2.3% | -6.0% | +3.8% | -1.1% |
| 30D | -9.0% | -14.0% | +4.9% | -6.4% |
| 3M | +30.6% | -21.7% | +52.3% | +33.3% |
| 6M | +18.6% | -37.3% | +55.8% | +37.7% |
| YTD | -7.2% | -45.1% | +38.0% | +25.3% |
| 1Y | -19.3% | -49.1% | +29.9% | +13.3% |
| All | -19.3% | -47.6% | +28.3% | +13.3% |
Cumulative growth
Daily Returns
Daily percentage return beside PNR.
Daily Out/Under-Performance
Portfolio return minus PNR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PNR 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 1y: compounded portfolio wealth divided by compounded PNR 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…
1y analysis · Full analysis span regression · 6 months rolling