+444.2%
V vs PYPL
+49.6%
+394.7%
-36.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.4% | -1.5% | -0.6% |
| 7D | -0.8% | +2.2% | -2.9% | -1.5% |
| 30D | +9.5% | +8.1% | +1.4% | +6.7% |
| 3M | +16.7% | +1.9% | +14.8% | +15.3% |
| 6M | +32.9% | +33.1% | -0.2% | +19.1% |
| YTD | +21.1% | +3.8% | +17.3% | +16.5% |
| 1Y | +26.6% | -8.3% | +34.9% | +27.1% |
| 3Y | +78.4% | +11.9% | +66.5% | +58.5% |
| 5Y | +105.5% | -70.4% | +175.9% | +194.8% |
| 10Y | +444.2% | +47.2% | +397.1% | +209.1% |
| All | +444.2% | +49.6% | +394.7% | +209.1% |
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