+62.1%
T vs PYPL
+8.8%
+53.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | +0.7% |
| 7D | +1.7% | +2.2% | -0.5% | +1.6% |
| 30D | -1.7% | +8.1% | -9.9% | -2.0% |
| 3M | -7.3% | +1.9% | -9.2% | -7.5% |
| 6M | -11.2% | +33.1% | -44.3% | -12.1% |
| YTD | -8.1% | +3.8% | -11.8% | -8.2% |
| 1Y | -8.0% | -8.3% | +0.3% | -7.7% |
| 3Y | +62.1% | +11.9% | +50.3% | +66.3% |
| All | +62.1% | +8.8% | +53.3% | +66.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling