+65.4%
PYPL vs PWR
+2,042.5%
-1,977.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +9.4% | -8.0% | -1.2% |
| 7D | +2.2% | -4.8% | +6.9% | +2.7% |
| 30D | +8.1% | -16.2% | +24.4% | +12.4% |
| 3M | +1.9% | -11.9% | +13.9% | +4.0% |
| 6M | +33.1% | -20.6% | +53.7% | +38.1% |
| YTD | +3.8% | +40.3% | -36.5% | -12.4% |
| 1Y | -8.3% | +33.0% | -41.3% | -21.4% |
| 3Y | +11.9% | +250.0% | -238.1% | -34.4% |
| 5Y | -70.4% | +404.2% | -474.6% | -85.0% |
| 10Y | +47.2% | +1,865.8% | -1,818.7% | -54.8% |
| All | +65.4% | +2,042.5% | -1,977.1% | -51.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling