+136.8%
IBM vs PYPL
+46.2%
+90.6%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.0% | +3.1% | +0.7% |
| 7D | -0.3% | +2.7% | -3.0% | -0.9% |
| 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% | -19.2% |
| 1Y | -2.5% | -18.8% | +16.3% | +0.1% |
| 3Y | +74.2% | -12.6% | +86.7% | +72.3% |
| 5Y | +113.1% | -80.8% | +193.9% | +190.3% |
| 10Y | +133.5% | +49.9% | +83.6% | +57.0% |
| All | +136.8% | +46.2% | +90.6% | +56.3% |
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