-73.9%
PYPL vs HWM
+522.0%
-595.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.4% | -2.0% | -0.5% |
| 7D | +3.9% | +3.3% | +0.6% | +2.3% |
| 30D | +7.8% | -7.6% | +15.4% | +10.4% |
| 3M | -0.7% | -28.9% | +28.3% | +12.5% |
| 6M | +28.8% | -19.7% | +48.4% | +37.6% |
| YTD | +2.4% | +0.5% | +1.8% | -3.2% |
| 1Y | -9.6% | +0.3% | -9.8% | -14.6% |
| 3Y | +9.7% | +325.8% | -316.2% | -55.0% |
| All | -73.9% | +522.0% | -595.8% | -91.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling