+54.5%
PYPL vs PR
+147.8%
-93.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.9% | +2.8% | -1.7% |
| 7D | +3.5% | -16.5% | +20.1% | +4.7% |
| 30D | +8.0% | -4.5% | +12.5% | +8.2% |
| 3M | +2.0% | +8.5% | -6.5% | +1.3% |
| 6M | +27.6% | -3.3% | +30.9% | +27.5% |
| YTD | +1.9% | +55.7% | -53.8% | -1.6% |
| 1Y | -12.4% | +82.0% | -94.4% | -16.4% |
| 3Y | +6.3% | +62.5% | -56.2% | +1.7% |
| 5Y | -73.6% | +223.9% | -297.5% | -75.9% |
| 10Y | +45.8% | +64.2% | -18.4% | +45.4% |
| All | +54.5% | +147.8% | -93.3% | +58.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling