+41.1%
PYPL vs Z
+25.1%
+16.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | Z | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.1% | -0.9% | -2.4% |
| 7D | +2.7% | -3.0% | +5.7% | +3.7% |
| 30D | -4.9% | -4.2% | -0.7% | -4.1% |
| 3M | +28.9% | -3.7% | +32.6% | +29.5% |
| 6M | +18.2% | -24.5% | +42.7% | +27.4% |
| YTD | -5.0% | -49.3% | +44.3% | +15.0% |
| 1Y | -18.8% | -58.7% | +39.8% | +4.0% |
| 3Y | -12.6% | -34.1% | +21.6% | -7.3% |
| 5Y | -80.8% | -64.5% | -16.2% | -77.5% |
| 10Y | +49.9% | -0.5% | +50.4% | +27.7% |
| All | +41.1% | +25.1% | +16.0% | +9.6% |
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