+10.2%
PYPL vs HWM
+348.7%
-338.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -1.0% | +2.7% | +2.0% |
| 7D | +0.1% | +7.3% | -7.2% | -1.8% |
| 30D | +5.7% | +1.6% | +4.1% | +4.8% |
| 3M | -1.9% | -21.9% | +19.9% | +4.6% |
| 6M | +31.8% | -19.0% | +50.9% | +38.6% |
| YTD | +2.4% | +7.9% | -5.5% | -3.9% |
| 1Y | -8.2% | +9.9% | -18.2% | -14.7% |
| 3Y | +10.2% | +342.1% | -331.9% | -43.2% |
| All | +10.2% | +348.7% | -338.5% | -43.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling