+147.0%
IBM vs PYPL
+57.6%
+89.4%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.5% | -1.3% | -0.9% |
| 7D | -5.0% | +3.9% | -8.9% | -5.7% |
| 30D | +11.1% | +7.8% | +3.3% | +9.4% |
| 3M | +5.7% | -0.7% | +6.4% | +5.5% |
| 6M | +10.1% | +28.8% | -18.7% | +3.9% |
| YTD | -15.6% | +2.4% | -18.0% | -17.1% |
| 1Y | -19.5% | -9.6% | -9.9% | -19.0% |
| 3Y | +80.4% | +9.7% | +70.7% | +70.6% |
| 5Y | +140.0% | -73.5% | +213.5% | +200.2% |
| 10Y | +155.0% | +46.5% | +108.5% | +74.4% |
| All | +147.0% | +57.6% | +89.4% | +60.5% |
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