+63.8%
PYPL vs PSX
+384.8%
-320.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.2% | -2.0% | +0.4% |
| 7D | -1.2% | -0.4% | -0.8% | -1.1% |
| 30D | +6.1% | -8.1% | +14.2% | +8.0% |
| 3M | +1.1% | +15.9% | -14.8% | -3.4% |
| 6M | +32.7% | +49.4% | -16.6% | +18.0% |
| YTD | +2.8% | +104.7% | -101.9% | -17.2% |
| 1Y | -10.8% | +89.1% | -99.9% | -26.7% |
| 3Y | +9.8% | +151.7% | -141.9% | -18.5% |
| 5Y | -70.2% | +298.3% | -368.5% | -81.1% |
| 10Y | +50.1% | +357.1% | -307.0% | -20.4% |
| All | +63.8% | +384.8% | -320.9% | -16.4% |
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