+33.8%
PYPL vs HWM
+1,494.1%
-1,460.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | HWM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.6% | -2.9% |
| 7D | +2.7% | -2.1% | +4.8% | +3.2% |
| 30D | -4.9% | -11.0% | +6.1% | -1.9% |
| 3M | +28.9% | +4.0% | +24.8% | +26.8% |
| 6M | +18.2% | -0.2% | +18.5% | +17.1% |
| YTD | -5.0% | +26.7% | -31.7% | -12.9% |
| 1Y | -18.8% | +44.7% | -63.5% | -28.6% |
| 3Y | -12.6% | +426.1% | -438.7% | -48.0% |
| 5Y | -80.8% | +738.5% | -819.3% | -89.9% |
| All | +33.8% | +1,494.1% | -1,460.3% | -44.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling