+1,798.8%
SOXX vs PYPL
+41.9%
+1,756.9%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.7% | +2.2% | -4.9% | -3.7% |
| 7D | +3.0% | -5.9% | +9.0% | +5.6% |
| 30D | -3.1% | -9.4% | +6.3% | +0.4% |
| 3M | -4.4% | +31.3% | -35.7% | -17.8% |
| 6M | +52.9% | +19.1% | +33.8% | +36.5% |
| YTD | +72.0% | -7.9% | +79.9% | +69.9% |
| 1Y | +105.1% | -17.9% | +123.0% | +112.7% |
| 3Y | +220.6% | -11.6% | +232.2% | +207.2% |
| 5Y | +244.8% | -81.0% | +325.8% | +564.5% |
| 10Y | +1,537.1% | +41.8% | +1,495.3% | +1,037.2% |
| All | +1,798.8% | +41.9% | +1,756.9% | +1,178.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling