+149.9%
IBM vs PYPL
+49.6%
+100.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.4% | -0.9% | +0.2% |
| 7D | -2.5% | +2.2% | -4.7% | -2.9% |
| 30D | +8.4% | +8.1% | +0.2% | +6.7% |
| 3M | +4.5% | +1.9% | +2.6% | +3.7% |
| 6M | +7.9% | +33.1% | -25.2% | +1.3% |
| YTD | -15.2% | +3.8% | -19.0% | -16.9% |
| 1Y | -17.6% | -8.3% | -9.3% | -17.3% |
| 3Y | +82.1% | +11.9% | +70.2% | +71.9% |
| 5Y | +143.3% | -70.4% | +213.8% | +195.5% |
| 10Y | +149.9% | +47.2% | +102.8% | +75.2% |
| All | +149.9% | +49.6% | +100.4% | +75.2% |
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 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