+36.9%
PYPL vs PR
+101.2%
-64.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.5% | -3.3% |
| 7D | +1.7% | -0.6% | +2.3% | +1.8% |
| 30D | -9.7% | +17.4% | -27.1% | -10.7% |
| 3M | +29.2% | +21.8% | +7.5% | +27.4% |
| 6M | +13.9% | +27.6% | -13.7% | +11.8% |
| YTD | -8.1% | +71.4% | -79.5% | -11.7% |
| 1Y | -21.4% | +78.3% | -99.7% | -24.8% |
| 3Y | -11.8% | +85.5% | -97.3% | -16.3% |
| 5Y | -81.1% | +422.7% | -503.8% | -83.2% |
| 10Y | +36.9% | +87.1% | -50.2% | +37.5% |
| All | +36.9% | +101.2% | -64.3% | +37.5% |
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 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