+66.1%
T vs PYPL
-81.9%
+147.9%
-32.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.2% | +2.9% | -0.1% |
| 7D | -1.5% | +1.7% | -3.3% | -1.7% |
| 30D | +7.6% | -9.7% | +17.4% | +8.3% |
| 3M | +15.3% | +29.2% | -13.9% | +12.7% |
| 6M | -8.5% | +13.9% | -22.3% | -9.8% |
| YTD | +6.8% | -8.1% | +14.9% | +7.0% |
| 1Y | -7.2% | -21.4% | +14.1% | -5.9% |
| 3Y | +108.2% | -11.8% | +120.1% | +105.8% |
| 5Y | +66.1% | -81.1% | +147.2% | +77.5% |
| All | +66.1% | -81.9% | +147.9% | +77.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling