+45.1%
PYPL vs HWM
+1,473.3%
-1,428.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.5% | -2.0% | -0.2% |
| 7D | +3.9% | +3.4% | +0.5% | +2.7% |
| 30D | +7.8% | -7.5% | +15.3% | +9.6% |
| 3M | -0.7% | -28.9% | +28.2% | +8.5% |
| 6M | +28.8% | -19.6% | +48.4% | +35.2% |
| YTD | +2.4% | +0.6% | +1.8% | -0.5% |
| 1Y | -9.6% | +0.3% | -9.9% | -12.1% |
| 3Y | +9.7% | +326.1% | -316.5% | -31.3% |
| 5Y | -73.5% | +525.2% | -598.6% | -85.1% |
| All | +45.1% | +1,473.3% | -1,428.2% | -36.2% |
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