+10.2%
PYPL vs PWR
+247.1%
-236.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.8% |
| 7D | +0.1% | +11.3% | -11.2% | -1.3% |
| 30D | +5.7% | -8.9% | +14.5% | +6.4% |
| 3M | -1.9% | -10.5% | +8.6% | -1.2% |
| 6M | +31.8% | -22.2% | +54.0% | +35.9% |
| YTD | +2.4% | +42.7% | -40.3% | -10.2% |
| 1Y | -8.2% | +41.1% | -49.4% | -19.5% |
| 3Y | +10.2% | +242.7% | -232.5% | -32.2% |
| All | +10.2% | +247.1% | -236.9% | -32.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling