+18.8%
JPM vs PYPL
-17.4%
+36.2%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.7% |
| 7D | -0.7% | -2.3% | +1.6% | -0.6% |
| 30D | -2.5% | -9.0% | +6.6% | -2.2% |
| 3M | +14.1% | +30.6% | -16.4% | +12.2% |
| 6M | +25.1% | +18.6% | +6.5% | +23.2% |
| YTD | +12.1% | -7.2% | +19.3% | +13.1% |
| 1Y | +18.8% | -19.3% | +38.1% | +23.0% |
| All | +18.8% | -17.4% | +36.2% | +23.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling