+51.4%
PYPL vs PWR
+2,161.3%
-2,110.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.7% | -3.7% | -3.2% |
| 7D | +2.7% | +3.6% | -0.9% | +1.6% |
| 30D | -4.9% | -8.6% | +3.7% | -2.5% |
| 3M | +28.9% | -13.2% | +42.0% | +32.5% |
| 6M | +18.2% | +9.9% | +8.3% | +11.1% |
| YTD | -5.0% | +48.0% | -53.1% | -19.9% |
| 1Y | -18.8% | +66.2% | -85.0% | -34.6% |
| 3Y | -12.6% | +195.1% | -207.7% | -44.7% |
| 5Y | -80.8% | +442.6% | -523.3% | -90.3% |
| 10Y | +49.9% | +2,334.2% | -2,284.3% | -55.4% |
| All | +51.4% | +2,161.3% | -2,110.0% | -55.5% |
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