+47.2%
PYPL vs Z
-11.7%
+58.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.8% | -2.4% | +0.2% |
| 7D | +2.2% | -5.2% | +7.3% | +3.6% |
| 30D | +8.1% | +5.7% | +2.4% | +5.4% |
| 3M | +1.9% | -8.7% | +10.7% | +3.5% |
| 6M | +33.1% | -26.0% | +59.1% | +43.8% |
| YTD | +3.8% | -55.0% | +58.8% | +30.1% |
| 1Y | -8.3% | -58.0% | +49.7% | +17.2% |
| 3Y | +11.9% | -15.2% | +27.0% | +8.4% |
| 5Y | -70.4% | -53.8% | -16.6% | -67.1% |
| 10Y | +47.2% | -14.5% | +61.7% | +28.2% |
| All | +47.2% | -11.7% | +58.8% | +28.2% |
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