+38.8%
PYPL vs IT
+88.4%
-49.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.1% |
| 7D | -4.3% | -9.1% | +4.8% | -0.2% |
| 30D | -11.5% | -12.2% | +0.7% | -6.6% |
| 3M | +26.1% | +7.8% | +18.3% | +18.1% |
| 6M | +13.7% | +2.0% | +11.7% | +7.9% |
| YTD | -9.8% | -32.7% | +22.9% | +4.8% |
| 1Y | -22.1% | -31.1% | +9.0% | -11.2% |
| 3Y | -13.5% | -52.1% | +38.6% | +13.1% |
| 5Y | -81.6% | -46.3% | -35.3% | -77.7% |
| 10Y | +38.8% | +91.4% | -52.6% | -5.6% |
| All | +38.8% | +88.4% | -49.7% | -5.6% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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