-14.8%
PYPL vs WY
-23.0%
+8.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | WY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.7% |
| 7D | -4.3% | -1.7% | -2.6% | -3.7% |
| 30D | -11.5% | -9.9% | -1.6% | -7.7% |
| 3M | +26.1% | -7.5% | +33.7% | +29.7% |
| 6M | +13.7% | -5.1% | +18.8% | +15.2% |
| YTD | -9.8% | -2.1% | -7.7% | -11.3% |
| 1Y | -22.1% | -7.3% | -14.7% | -21.1% |
| All | -14.8% | -23.0% | +8.2% | -8.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling