+9.7%
PYPL vs TPR
+407.4%
-397.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +0.7% |
| 7D | +3.9% | +14.2% | -10.3% | +0.6% |
| 30D | +7.8% | +17.1% | -9.3% | +3.7% |
| 3M | -0.7% | -17.7% | +17.1% | +3.3% |
| 6M | +28.8% | -10.2% | +38.9% | +30.1% |
| YTD | +2.4% | +4.9% | -2.5% | -2.1% |
| 1Y | -9.6% | +36.1% | -45.7% | -20.5% |
| 3Y | +9.7% | +416.5% | -406.8% | -39.9% |
| All | +9.7% | +407.4% | -397.7% | -39.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling