+29.4%
PYPL vs HWM
+1,323.5%
-1,294.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -10.7% | +7.5% | -0.2% |
| 7D | +1.7% | -9.2% | +10.9% | +4.4% |
| 30D | -9.7% | -17.9% | +8.1% | -4.8% |
| 3M | +29.2% | -6.0% | +35.3% | +30.8% |
| 6M | +13.9% | -7.4% | +21.2% | +15.0% |
| YTD | -8.1% | +13.1% | -21.2% | -13.0% |
| 1Y | -21.4% | +29.3% | -50.7% | -28.7% |
| 3Y | -11.8% | +389.9% | -401.7% | -46.5% |
| 5Y | -81.1% | +655.5% | -736.7% | -89.8% |
| All | +29.4% | +1,323.5% | -1,294.1% | -44.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling