-11.8%
PYPL vs PSX
+138.7%
-150.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.6% | -4.8% | -3.5% |
| 7D | +1.7% | +2.8% | -1.1% | +1.3% |
| 30D | -9.7% | +27.8% | -37.5% | -13.6% |
| 3M | +29.2% | +42.0% | -12.8% | +20.7% |
| 6M | +13.9% | +58.1% | -44.2% | +3.3% |
| YTD | -8.1% | +105.0% | -113.1% | -22.8% |
| 1Y | -21.4% | +104.9% | -126.3% | -34.3% |
| 3Y | -11.8% | +134.1% | -145.9% | -33.0% |
| All | -11.8% | +138.7% | -150.5% | -33.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PSX.
Daily Out/Under-Performance
Portfolio return minus PSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PSX 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 PSX 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