+148.3%
IBM vs PYPL
+56.4%
+91.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.1% | +2.2% | +0.5% |
| 7D | -1.5% | +1.0% | -2.5% | -1.7% |
| 30D | +8.4% | +5.9% | +2.6% | +7.1% |
| 3M | +4.2% | -0.2% | +4.4% | +3.9% |
| 6M | +7.9% | +30.3% | -22.4% | +1.6% |
| YTD | -15.2% | +1.6% | -16.8% | -16.6% |
| 1Y | -18.7% | -10.3% | -8.4% | -18.1% |
| 3Y | +79.2% | +8.5% | +70.7% | +69.8% |
| 5Y | +144.7% | -71.0% | +215.7% | +198.6% |
| 10Y | +141.6% | +46.9% | +94.7% | +65.0% |
| All | +148.3% | +56.4% | +91.8% | +61.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling