-81.0%
PYPL vs Z
-64.8%
-16.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.3% |
| 7D | +2.7% | -3.0% | +5.7% | +3.8% |
| 30D | -4.9% | -4.2% | -0.7% | -4.0% |
| 3M | +28.9% | -3.7% | +32.6% | +29.5% |
| 6M | +18.2% | -24.5% | +42.7% | +28.9% |
| YTD | -5.0% | -49.3% | +44.3% | +18.9% |
| 1Y | -18.8% | -58.7% | +39.8% | +8.7% |
| 3Y | -12.6% | -34.1% | +21.6% | -7.1% |
| All | -81.0% | -64.8% | -16.2% | -80.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling