-5.0%
IBM vs PYPL
-22.7%
+17.7%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -1.9% | +5.3% | +3.8% |
| 7D | +3.6% | -4.3% | +7.9% | +4.5% |
| 30D | +1.5% | -11.5% | +13.0% | +4.0% |
| 3M | -12.9% | +26.1% | -39.1% | -18.8% |
| 6M | -3.9% | +13.7% | -17.6% | -7.8% |
| YTD | -17.3% | -9.8% | -7.5% | -15.8% |
| 1Y | -5.0% | -22.1% | +17.1% | +1.8% |
| All | -5.0% | -22.7% | +17.7% | +1.8% |
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