+54.4%
PYPL vs IT
+90.0%
-35.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.4% |
| 7D | +0.1% | +1.1% | -1.0% | -0.4% |
| 30D | +5.7% | -1.8% | +7.5% | +5.4% |
| 3M | -1.9% | +4.8% | -6.7% | -6.0% |
| 6M | +31.8% | +33.0% | -1.2% | +9.3% |
| YTD | +2.4% | -23.8% | +26.3% | +10.8% |
| 1Y | -8.2% | -16.5% | +8.3% | -5.3% |
| 3Y | +10.2% | -53.6% | +63.8% | +46.8% |
| 5Y | -71.2% | -42.1% | -29.1% | -66.7% |
| All | +54.4% | +90.0% | -35.5% | -3.8% |
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