+38.8%
PYPL vs PWR
+2,367.8%
-2,329.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.9% | 0.0% | -1.3% |
| 7D | -4.3% | +2.7% | -7.0% | -5.1% |
| 30D | -11.5% | -5.1% | -6.3% | -10.2% |
| 3M | +26.1% | -9.4% | +35.5% | +28.1% |
| 6M | +13.7% | +10.4% | +3.3% | +6.1% |
| YTD | -9.8% | +48.6% | -58.5% | -25.2% |
| 1Y | -22.1% | +68.0% | -90.1% | -38.7% |
| 3Y | -13.5% | +204.7% | -218.2% | -48.6% |
| 5Y | -81.6% | +451.9% | -533.5% | -91.5% |
| 10Y | +38.8% | +2,425.3% | -2,386.6% | -64.0% |
| All | +38.8% | +2,367.8% | -2,329.1% | -64.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PWR.
Daily Out/Under-Performance
Portfolio return minus PWR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PWR 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 10y: compounded portfolio wealth divided by compounded PWR 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…
10y analysis · Full analysis span regression · 6 months rolling