+162.6%
JPM vs PYPL
-12.7%
+175.2%
-24.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.2% | +1.8% | -0.9% |
| 7D | -0.4% | +1.7% | -2.1% | -0.7% |
| 30D | -1.1% | -9.7% | +8.6% | +0.4% |
| 3M | +14.1% | +29.2% | -15.1% | +7.5% |
| 6M | +23.3% | +13.9% | +9.4% | +18.8% |
| YTD | +11.3% | -8.1% | +19.4% | +12.0% |
| 1Y | +23.0% | -21.4% | +44.4% | +28.3% |
| 3Y | +162.6% | -11.8% | +174.4% | +161.2% |
| All | +162.6% | -12.7% | +175.2% | +161.2% |
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