+72.2%
V vs PYPL
-80.9%
+153.0%
-24.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.1% | -0.3% |
| 7D | -1.7% | +2.7% | -4.4% | -2.3% |
| 30D | +2.0% | -4.9% | +6.9% | +2.8% |
| 3M | +17.4% | +28.9% | -11.5% | +9.7% |
| 6M | +17.5% | +18.2% | -0.7% | +12.0% |
| YTD | +7.6% | -5.0% | +12.6% | +7.2% |
| 1Y | +7.7% | -18.8% | +26.5% | +11.1% |
| 3Y | +54.7% | -12.6% | +67.2% | +52.7% |
| All | +72.2% | -80.9% | +153.0% | +154.3% |
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