+115.5%
IBM vs PYPL
-80.9%
+196.3%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.5% |
| 7D | -0.3% | +2.7% | -3.0% | -0.7% |
| 30D | +0.3% | -4.9% | +5.2% | +0.8% |
| 3M | -21.6% | +28.9% | -50.5% | -24.7% |
| 6M | -4.7% | +18.2% | -22.9% | -7.3% |
| YTD | -19.1% | -5.0% | -14.1% | -19.3% |
| 1Y | -2.5% | -18.8% | +16.3% | -1.0% |
| 3Y | +74.2% | -12.6% | +86.7% | +73.9% |
| All | +115.5% | -80.9% | +196.3% | +161.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling