-2.5%
IBM vs PYPL
-20.5%
+18.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.3% | +3.4% | +0.8% |
| 7D | -0.3% | +2.4% | -2.7% | -0.9% |
| 30D | +0.3% | -5.1% | +5.4% | +1.1% |
| 3M | -21.6% | +28.6% | -50.2% | -27.0% |
| 6M | -4.7% | +17.9% | -22.6% | -9.3% |
| YTD | -19.1% | -5.3% | -13.8% | -18.4% |
| 1Y | -2.5% | -19.0% | +16.5% | +3.7% |
| All | -2.5% | -20.5% | +18.0% | +3.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling