+585.7%
JPM vs PYPL
+43.2%
+542.5%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.2% | -2.5% | -0.9% |
| 7D | -2.3% | -5.9% | +3.6% | -0.9% |
| 30D | -2.3% | -9.4% | +7.1% | -0.4% |
| 3M | +14.9% | +31.3% | -16.4% | +6.2% |
| 6M | +23.6% | +19.1% | +4.5% | +16.7% |
| YTD | +11.3% | -7.9% | +19.2% | +11.1% |
| 1Y | +19.9% | -17.9% | +37.8% | +22.8% |
| 3Y | +162.6% | -11.6% | +174.2% | +157.3% |
| 5Y | +154.6% | -81.0% | +235.7% | +263.0% |
| All | +585.7% | +43.2% | +542.5% | +467.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling