-20.2%
IBM vs PYPL
-12.7%
-7.5%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.0% | +0.6% | -1.0% |
| 7D | -0.3% | -1.1% | +0.8% | 0.0% |
| 30D | +6.8% | +3.8% | +3.0% | +5.8% |
| 3M | +4.4% | -1.3% | +5.7% | +4.3% |
| 6M | +13.2% | +29.0% | -15.9% | +4.9% |
| YTD | -15.1% | +0.7% | -15.9% | -12.9% |
| 1Y | -20.2% | -12.3% | -7.9% | -14.2% |
| All | -20.2% | -12.7% | -7.5% | -14.2% |
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 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