+1,057.8%
TER vs PYPL
+45.9%
+1,011.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.0% | +1.2% | +0.1% |
| 7D | +24.0% | -1.1% | +25.1% | +24.7% |
| 30D | -30.6% | +3.8% | -34.4% | -31.9% |
| 3M | -34.5% | -1.3% | -33.2% | -34.8% |
| 6M | -26.4% | +29.0% | -55.4% | -36.6% |
| YTD | +36.4% | +0.7% | +35.7% | +27.0% |
| 1Y | +47.4% | -12.3% | +59.7% | +47.6% |
| 3Y | +202.6% | +7.6% | +194.9% | +157.5% |
| 5Y | +83.9% | -71.7% | +155.6% | +205.6% |
| All | +1,057.8% | +45.9% | +1,011.8% | +564.4% |
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