+63.2%
PYPL vs PWR
+1,859.2%
-1,796.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PWR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +6.3% | -5.8% | -1.3% |
| 7D | +3.9% | -12.9% | +16.8% | +7.2% |
| 30D | +7.8% | -22.8% | +30.7% | +14.7% |
| 3M | -0.7% | -19.0% | +18.3% | +3.9% |
| 6M | +28.8% | -31.1% | +59.9% | +39.4% |
| YTD | +2.4% | +28.3% | -25.9% | -11.4% |
| 1Y | -9.6% | +22.2% | -31.8% | -20.6% |
| 3Y | +9.7% | +222.2% | -212.5% | -34.2% |
| 5Y | -73.5% | +364.2% | -437.6% | -86.2% |
| 10Y | +46.5% | +1,864.8% | -1,818.4% | -54.7% |
| All | +63.2% | +1,859.2% | -1,796.1% | -50.7% |
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