+54.4%
PYPL vs WY
+5.0%
+49.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.7% | 0.0% | +0.9% |
| 7D | +0.1% | -0.8% | +0.9% | +0.5% |
| 30D | +5.7% | +10.1% | -4.4% | +0.7% |
| 3M | -1.9% | -15.4% | +13.5% | +5.7% |
| 6M | +31.8% | -8.3% | +40.1% | +35.8% |
| YTD | +2.4% | -9.8% | +12.3% | +4.9% |
| 1Y | -8.2% | -3.9% | -4.4% | -9.1% |
| 3Y | +10.2% | -23.3% | +33.5% | +20.6% |
| 5Y | -71.2% | -31.2% | -40.0% | -66.7% |
| All | +54.4% | +5.0% | +49.4% | +40.2% |
Cumulative growth
Daily Returns
Daily percentage return beside WY.
Daily Out/Under-Performance
Portfolio return minus WY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × WY 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 WY 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