+131.6%
IBM vs PYPL
+39.1%
+92.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -3.2% | +2.0% | -0.6% |
| 7D | +0.3% | +1.7% | -1.4% | -0.1% |
| 30D | -1.5% | -9.7% | +8.3% | +0.3% |
| 3M | -16.8% | +29.2% | -46.0% | -21.4% |
| 6M | -9.0% | +13.9% | -22.9% | -11.9% |
| YTD | -20.1% | -8.1% | -11.9% | -19.7% |
| 1Y | -7.0% | -21.4% | +14.4% | -4.1% |
| 3Y | +72.4% | -11.8% | +84.2% | +70.5% |
| 5Y | +112.0% | -81.1% | +193.1% | +187.4% |
| 10Y | +131.6% | +36.9% | +94.6% | +75.9% |
| All | +131.6% | +39.1% | +92.4% | +75.9% |
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