+50.1%
PYPL vs PR
+72.8%
-22.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.8% | -1.6% | +1.0% |
| 7D | -1.2% | -0.5% | -0.7% | -1.2% |
| 30D | +6.1% | -4.6% | +10.7% | +6.3% |
| 3M | +1.1% | +4.7% | -3.6% | +0.6% |
| 6M | +32.7% | +12.4% | +20.3% | +31.4% |
| YTD | +2.8% | +62.9% | -60.1% | -1.0% |
| 1Y | -10.8% | +70.6% | -81.3% | -14.4% |
| 3Y | +9.8% | +90.0% | -80.2% | +4.1% |
| 5Y | -70.2% | +255.5% | -325.8% | -73.0% |
| 10Y | +50.1% | +78.7% | -28.7% | +55.1% |
| All | +50.1% | +72.8% | -22.7% | +55.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling