+202.8%
TER vs PYPL
-80.9%
+283.7%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | -3.0% | +8.5% | +6.4% |
| 7D | +0.6% | +2.7% | -2.1% | -0.3% |
| 30D | -8.3% | -4.9% | -3.4% | -7.2% |
| 3M | -12.2% | +28.9% | -41.1% | -20.7% |
| 6M | +17.1% | +18.2% | -1.2% | +7.7% |
| YTD | +84.7% | -5.0% | +89.7% | +81.1% |
| 1Y | +199.9% | -18.8% | +218.8% | +211.6% |
| 3Y | +232.8% | -12.6% | +245.3% | +225.3% |
| All | +202.8% | -80.9% | +283.7% | +371.8% |
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