+585.1%
JPM vs PYPL
+55.1%
+529.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.0% | +1.8% | +0.3% |
| 7D | +1.6% | -1.1% | +2.7% | +1.9% |
| 30D | +3.4% | +3.8% | -0.4% | +2.5% |
| 3M | -5.7% | -1.3% | -4.4% | -5.8% |
| 6M | +13.5% | +29.0% | -15.5% | +5.1% |
| YTD | +8.4% | +0.7% | +7.7% | +5.7% |
| 1Y | +9.1% | -12.3% | +21.3% | +10.4% |
| 3Y | +149.5% | +7.6% | +141.9% | +131.9% |
| 5Y | +132.6% | -71.7% | +204.3% | +200.0% |
| 10Y | +480.0% | +47.1% | +433.0% | +282.4% |
| All | +585.1% | +55.1% | +529.9% | +326.2% |
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 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