+45.1%
PYPL vs PR
+66.0%
-20.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.3% |
| 7D | +3.9% | -16.4% | +20.3% | +5.1% |
| 30D | +7.8% | -1.9% | +9.7% | +7.8% |
| 3M | -0.7% | +8.0% | -8.6% | -1.3% |
| 6M | +28.8% | +4.1% | +24.7% | +28.1% |
| YTD | +2.4% | +58.7% | -56.3% | -1.3% |
| 1Y | -9.6% | +75.8% | -85.4% | -13.5% |
| 3Y | +9.7% | +73.2% | -63.5% | +4.5% |
| 5Y | -73.5% | +230.1% | -303.6% | -75.9% |
| All | +45.1% | +66.0% | -20.9% | +48.0% |
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