+10.4%
PYPL vs PR
+88.0%
-77.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | +0.2% |
| 7D | +3.9% | -16.4% | +20.3% | +6.8% |
| 30D | +7.8% | -1.9% | +9.7% | +7.6% |
| 3M | -0.7% | +8.0% | -8.6% | -2.6% |
| 6M | +28.8% | +4.1% | +24.7% | +26.8% |
| YTD | +2.4% | +58.7% | -56.3% | -9.2% |
| 1Y | -9.6% | +75.8% | -85.4% | -22.2% |
| All | +10.4% | +88.0% | -77.6% | -9.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling