+1,802.9%
TER vs PYPL
+43.2%
+1,759.8%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.2% | -5.7% | -4.5% |
| 7D | +9.4% | -5.9% | +15.3% | +12.0% |
| 30D | -2.4% | -9.4% | +7.0% | +1.2% |
| 3M | +6.5% | +31.3% | -24.8% | -9.0% |
| 6M | +23.2% | +19.1% | +4.1% | +8.8% |
| YTD | +91.5% | -7.9% | +99.4% | +86.1% |
| 1Y | +214.8% | -17.9% | +232.7% | +221.0% |
| 3Y | +275.3% | -11.6% | +286.9% | +252.9% |
| 5Y | +211.9% | -81.0% | +293.0% | +545.5% |
| All | +1,802.9% | +43.2% | +1,759.8% | +1,274.0% |
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 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