-19.0%
PYPL vs PR
+76.5%
-95.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -1.6% | -1.7% | -3.4% |
| 7D | +2.4% | +2.9% | -0.5% | +2.7% |
| 30D | -5.1% | +18.0% | -23.2% | -3.3% |
| 3M | +28.6% | +16.9% | +11.7% | +31.0% |
| 6M | +17.9% | +28.2% | -10.3% | +22.1% |
| YTD | -5.3% | +69.3% | -74.6% | +1.4% |
| 1Y | -19.0% | +69.5% | -88.5% | -15.5% |
| All | -19.0% | +76.5% | -95.5% | -15.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PR.
Daily Out/Under-Performance
Portfolio return minus PR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PR 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 PR 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