+36.9%
PYPL vs Z
-7.0%
+43.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -6.4% | +3.2% | -1.2% |
| 7D | +1.7% | -3.3% | +5.0% | +2.9% |
| 30D | -9.7% | -3.7% | -6.0% | -8.9% |
| 3M | +29.2% | -7.0% | +36.2% | +31.3% |
| 6M | +13.9% | -29.5% | +43.4% | +25.7% |
| YTD | -8.1% | -52.6% | +44.5% | +14.5% |
| 1Y | -21.4% | -64.0% | +42.6% | +6.3% |
| 3Y | -11.8% | -36.4% | +24.6% | -5.4% |
| 5Y | -81.1% | -65.8% | -15.4% | -77.6% |
| 10Y | +36.9% | -5.8% | +42.8% | +16.6% |
| All | +36.9% | -7.0% | +43.9% | +16.6% |
Cumulative growth
Daily Returns
Daily percentage return beside Z.
Daily Out/Under-Performance
Portfolio return minus Z return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × Z 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 Z 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