-12.8%
PYPL vs PWR
+195.8%
-208.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.1% |
| 7D | +2.7% | +3.6% | -0.9% | +2.1% |
| 30D | -4.9% | -8.6% | +3.7% | -3.6% |
| 3M | +28.9% | -13.2% | +42.0% | +31.5% |
| 6M | +18.2% | +9.9% | +8.3% | +12.8% |
| YTD | -5.0% | +48.0% | -53.1% | -17.2% |
| 1Y | -18.8% | +66.2% | -85.0% | -32.1% |
| All | -12.8% | +195.8% | -208.6% | -47.9% |
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