+74.7%
IBM vs PYPL
-10.4%
+85.0%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.7% |
| 7D | -0.3% | +2.7% | -3.0% | -0.8% |
| 30D | +0.3% | -4.9% | +5.2% | +1.0% |
| 3M | -21.6% | +28.9% | -50.5% | -26.0% |
| 6M | -4.7% | +18.2% | -22.9% | -8.5% |
| YTD | -19.1% | -5.0% | -14.1% | -19.3% |
| 1Y | -2.5% | -18.8% | +16.3% | -0.2% |
| All | +74.7% | -10.4% | +85.0% | +71.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling