+52.1%
PYPL vs Z
+6.9%
+45.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +2.9% | +1.2% |
| 7D | +3.9% | -4.6% | +8.5% | +5.1% |
| 30D | +7.8% | +8.3% | -0.5% | +4.3% |
| 3M | -0.7% | -11.6% | +10.9% | +1.8% |
| 6M | +28.8% | -33.6% | +62.4% | +43.4% |
| YTD | +2.4% | -56.7% | +59.1% | +28.7% |
| 1Y | -9.6% | -59.1% | +49.5% | +15.4% |
| 3Y | +9.7% | -20.4% | +30.0% | +8.8% |
| 5Y | -73.5% | -55.3% | -18.2% | -70.2% |
| 10Y | +46.5% | -14.2% | +60.7% | +29.6% |
| All | +52.1% | +6.9% | +45.2% | +22.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling