+63.3%
PYPL vs PSX
+396.4%
-333.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.8% | +0.9% | +1.5% |
| 7D | +0.1% | +7.8% | -7.7% | -1.8% |
| 30D | +5.7% | -10.9% | +16.6% | +8.4% |
| 3M | -1.9% | +14.5% | -16.4% | -5.9% |
| 6M | +31.8% | +56.1% | -24.3% | +15.9% |
| YTD | +2.4% | +109.6% | -107.1% | -18.0% |
| 1Y | -8.2% | +95.5% | -103.8% | -25.2% |
| 3Y | +10.2% | +156.2% | -146.0% | -18.6% |
| 5Y | -71.2% | +310.0% | -381.2% | -81.9% |
| 10Y | +49.6% | +368.0% | -318.5% | -21.2% |
| All | +63.3% | +396.4% | -333.1% | -17.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling