-7.9%
PYPL vs HWM
+5.4%
-13.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.3% | +7.7% | +3.5% |
| 7D | +6.5% | +9.4% | -3.0% | +6.1% |
| 30D | +10.6% | -7.0% | +17.6% | +10.9% |
| 3M | +3.1% | -25.9% | +29.0% | +3.6% |
| 6M | +20.2% | -10.8% | +31.0% | +21.8% |
| YTD | +4.0% | +4.3% | -0.3% | +7.0% |
| 1Y | -7.9% | +4.4% | -12.3% | -4.1% |
| All | -7.9% | +5.4% | -13.3% | -4.1% |
Cumulative growth
Daily Returns
Daily percentage return beside HWM.
Daily Out/Under-Performance
Portfolio return minus HWM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × HWM 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 1y: compounded portfolio wealth divided by compounded HWM 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…
1y analysis · Full analysis span regression · 6 months rolling