+68.4%
T vs PYPL
+36.1%
+32.3%
-39.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.9% | +0.1% | -1.6% |
| 7D | -3.1% | -4.3% | +1.3% | -2.6% |
| 30D | +4.6% | -11.5% | +16.0% | +5.8% |
| 3M | +12.2% | +26.1% | -13.9% | +9.0% |
| 6M | -6.5% | +13.7% | -20.1% | -8.2% |
| YTD | +4.9% | -9.8% | +14.7% | +5.2% |
| 1Y | -10.5% | -22.1% | +11.6% | -8.9% |
| 3Y | +104.6% | -13.5% | +118.1% | +102.0% |
| 5Y | +64.2% | -81.6% | +145.8% | +94.2% |
| 10Y | +68.4% | +38.8% | +29.7% | +51.9% |
| All | +68.4% | +36.1% | +32.3% | +51.9% |
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