+51.4%
PYPL vs PSX
+378.0%
-326.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +2.7% | +4.5% | -1.9% | +1.5% |
| 30D | -4.9% | +26.6% | -31.5% | -10.7% |
| 3M | +28.9% | +39.3% | -10.4% | +17.5% |
| 6M | +18.2% | +56.8% | -38.6% | +3.7% |
| YTD | -5.0% | +101.8% | -106.8% | -22.8% |
| 1Y | -18.8% | +99.6% | -118.4% | -34.1% |
| 3Y | -12.6% | +140.3% | -152.9% | -34.1% |
| 5Y | -80.8% | +339.3% | -420.1% | -88.1% |
| 10Y | +49.9% | +369.9% | -319.9% | -21.6% |
| All | +51.4% | +378.0% | -326.7% | -22.0% |
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 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