+1,537.1%
SOXX vs PYPL
+44.3%
+1,492.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.8% | +1.1% | +1.5% |
| 7D | +1.4% | -2.3% | +3.6% | +2.3% |
| 30D | -3.6% | -9.0% | +5.5% | -0.2% |
| 3M | -10.2% | +30.6% | -40.7% | -22.6% |
| 6M | +54.2% | +18.6% | +35.7% | +37.9% |
| YTD | +75.2% | -7.2% | +82.4% | +72.6% |
| 1Y | +107.5% | -19.3% | +126.8% | +117.2% |
| 3Y | +226.8% | -12.3% | +239.1% | +214.2% |
| 5Y | +251.2% | -80.9% | +332.1% | +588.4% |
| All | +1,537.1% | +44.3% | +1,492.8% | +1,093.1% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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