+51.4%
PYPL vs TECH
+225.1%
-173.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | TECH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -4.9% | +0.7% | -5.6% | -5.2% |
| 3M | +28.9% | +36.3% | -7.5% | +11.2% |
| 6M | +18.2% | +25.6% | -7.3% | +3.4% |
| YTD | -5.0% | +23.7% | -28.7% | -16.9% |
| 1Y | -18.8% | +37.6% | -56.5% | -33.5% |
| 3Y | -12.6% | -6.6% | -6.0% | -18.5% |
| 5Y | -80.8% | -42.2% | -38.5% | -77.4% |
| 10Y | +49.9% | +187.6% | -137.7% | -18.5% |
| All | +51.4% | +225.1% | -173.7% | -22.5% |
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