-73.9%
PYPL vs THC
+274.4%
-348.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.6% | +0.7% |
| 7D | +3.9% | +3.7% | +0.2% | +3.0% |
| 30D | +7.8% | +9.0% | -1.2% | +5.5% |
| 3M | -0.7% | +10.4% | -11.1% | -3.2% |
| 6M | +28.8% | +45.7% | -16.9% | +16.5% |
| YTD | +2.4% | +42.6% | -40.2% | -7.9% |
| 1Y | -9.6% | +38.8% | -48.4% | -18.3% |
| 3Y | +9.7% | +418.8% | -409.2% | -37.4% |
| All | -73.9% | +274.4% | -348.3% | -84.6% |
Cumulative growth
Daily Returns
Daily percentage return beside THC.
Daily Out/Under-Performance
Portfolio return minus THC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × THC 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 5y: compounded portfolio wealth divided by compounded THC 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…
5y analysis · Full analysis span regression · 6 months rolling