+44.1%
PYPL vs TPR
+325.8%
-281.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | -2.3% | +5.0% | +3.4% |
| 30D | -4.9% | -23.0% | +18.1% | +1.6% |
| 3M | +28.9% | -12.5% | +41.3% | +32.5% |
| 6M | +18.2% | -21.4% | +39.7% | +24.4% |
| YTD | -5.0% | -3.5% | -1.5% | -6.4% |
| 1Y | -18.8% | +17.4% | -36.2% | -24.9% |
| 3Y | -12.6% | +291.3% | -303.8% | -44.9% |
| 5Y | -80.8% | +241.9% | -322.7% | -87.7% |
| All | +44.1% | +325.8% | -281.7% | -20.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TPR.
Daily Out/Under-Performance
Portfolio return minus TPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TPR 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 10y: compounded portfolio wealth divided by compounded TPR 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…
10y analysis · Full analysis span regression · 6 months rolling