+71.7%
TER vs PYPL
-71.8%
+143.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.7% | -7.1% | -5.9% |
| 7D | +14.4% | +0.1% | +14.3% | +14.4% |
| 30D | -30.6% | +5.7% | -36.2% | -31.8% |
| 3M | -39.2% | -1.9% | -37.3% | -39.2% |
| 6M | -31.3% | +31.8% | -63.1% | -38.5% |
| YTD | +29.1% | +2.4% | +26.6% | +23.3% |
| 1Y | +47.4% | -8.2% | +55.7% | +47.7% |
| 3Y | +191.2% | +10.2% | +181.0% | +159.7% |
| All | +71.7% | -71.8% | +143.4% | +122.5% |
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