+63.8%
PYPL vs TECH
+226.7%
-162.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +6.1% | +0.3% | +5.8% | +6.0% |
| 3M | +1.1% | +1.0% | 0.0% | +0.7% |
| 6M | +32.7% | +54.0% | -21.2% | +8.2% |
| YTD | +2.8% | +24.3% | -21.5% | -10.3% |
| 1Y | -10.8% | +23.7% | -34.5% | -22.2% |
| 3Y | +9.8% | +28.5% | -18.6% | -14.1% |
| 5Y | -70.2% | -41.2% | -29.0% | -65.2% |
| 10Y | +50.1% | +189.2% | -139.1% | -18.6% |
| All | +63.8% | +226.7% | -162.9% | -16.3% |
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