-9.1%
T vs PYPL
-20.5%
+11.4%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.3% | -1.9% |
| 7D | -1.3% | +2.4% | -3.7% | -1.3% |
| 30D | +11.4% | -5.1% | +16.5% | +11.3% |
| 3M | +14.3% | +28.6% | -14.3% | +14.4% |
| 6M | -9.3% | +17.9% | -27.2% | -9.3% |
| YTD | +7.1% | -5.3% | +12.4% | +7.1% |
| 1Y | -9.1% | -19.0% | +9.9% | -8.0% |
| All | -9.1% | -20.5% | +11.4% | -8.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling