+613.1%
JPM vs PYPL
+46.2%
+566.9%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.0% | +2.1% | -0.2% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | -0.2% | -4.9% | +4.7% | +0.7% |
| 3M | +15.9% | +28.9% | -13.0% | +7.3% |
| 6M | +20.9% | +18.2% | +2.7% | +14.2% |
| YTD | +12.9% | -5.0% | +17.9% | +11.8% |
| 1Y | +20.3% | -18.8% | +39.1% | +23.8% |
| 3Y | +160.9% | -12.6% | +173.5% | +156.3% |
| 5Y | +154.8% | -80.8% | +235.6% | +268.5% |
| 10Y | +591.1% | +49.9% | +541.2% | +346.8% |
| All | +613.1% | +46.2% | +566.9% | +350.6% |
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