+151.0%
JPM vs PYPL
+10.5%
+140.6%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.2% | -0.8% | +0.2% |
| 7D | -2.5% | -1.2% | -1.3% | -2.3% |
| 30D | +2.7% | +6.1% | -3.4% | +1.6% |
| 3M | -4.7% | +1.1% | -5.7% | -5.2% |
| 6M | +15.6% | +32.7% | -17.2% | +8.6% |
| YTD | +8.6% | +2.8% | +5.8% | +7.3% |
| 1Y | +10.9% | -10.8% | +21.7% | +13.6% |
| All | +151.0% | +10.5% | +140.6% | +148.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling