+65.4%
PYPL vs TECH
+226.9%
-161.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.1% | +1.3% | +1.3% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | +8.1% | +0.5% | +7.6% | +7.9% |
| 3M | +1.9% | +0.9% | +1.1% | +1.6% |
| 6M | +33.1% | +51.0% | -17.9% | +9.4% |
| YTD | +3.8% | +24.4% | -20.6% | -9.5% |
| 1Y | -8.3% | +27.6% | -35.9% | -21.2% |
| 3Y | +11.9% | +29.9% | -18.1% | -13.1% |
| 5Y | -70.4% | -40.6% | -29.8% | -65.6% |
| 10Y | +47.2% | +196.7% | -149.6% | -20.7% |
| All | +65.4% | +226.9% | -161.5% | -15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside TECH.
Daily Out/Under-Performance
Portfolio return minus TECH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TECH 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 TECH 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