+48.2%
TSLA vs PYPL
-12.7%
+60.8%
-53.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -3.2% | +7.2% | +5.5% |
| 7D | +3.4% | +1.7% | +1.7% | +2.5% |
| 30D | +12.0% | -9.7% | +21.8% | +16.7% |
| 3M | -10.0% | +29.2% | -39.2% | -23.1% |
| 6M | -7.2% | +13.9% | -21.1% | -15.7% |
| YTD | -18.1% | -8.1% | -10.0% | -17.2% |
| 1Y | +6.3% | -21.4% | +27.7% | +17.7% |
| 3Y | +48.2% | -11.8% | +60.0% | +56.2% |
| All | +48.2% | -12.7% | +60.8% | +56.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling