-71.8%
PYPL vs THC
+258.4%
-330.2%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | THC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +5.7% | +5.3% | +0.4% | +4.2% |
| 3M | -1.9% | +7.1% | -9.0% | -3.8% |
| 6M | +31.8% | +46.0% | -14.2% | +18.9% |
| YTD | +2.4% | +43.9% | -41.5% | -8.3% |
| 1Y | -8.2% | +45.4% | -53.7% | -18.3% |
| 3Y | +10.2% | +421.3% | -411.1% | -38.3% |
| All | -71.8% | +258.4% | -330.2% | -83.3% |
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