+73.5%
MSFT vs PYPL
-80.9%
+154.3%
-37.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -3.0% | +1.0% | -1.3% |
| 7D | -2.7% | +2.7% | -5.4% | -3.4% |
| 30D | +2.7% | -4.9% | +7.6% | +3.6% |
| 3M | +17.0% | +28.9% | -11.9% | +8.6% |
| 6M | +23.8% | +18.2% | +5.6% | +17.4% |
| YTD | +4.0% | -5.0% | +9.0% | +3.5% |
| 1Y | -0.8% | -18.8% | +18.0% | +2.3% |
| 3Y | +55.6% | -12.6% | +68.2% | +51.8% |
| All | +73.5% | -80.9% | +154.3% | +128.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling