+50.1%
PYPL vs IT
+93.0%
-42.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.2% |
| 7D | -1.2% | -6.8% | +5.7% | +1.8% |
| 30D | +6.1% | -0.6% | +6.7% | +5.2% |
| 3M | +1.1% | +3.1% | -2.0% | -2.4% |
| 6M | +32.7% | +25.5% | +7.2% | +13.1% |
| YTD | +2.8% | -23.5% | +26.3% | +11.0% |
| 1Y | -10.8% | -16.6% | +5.9% | -7.8% |
| 3Y | +9.8% | -53.1% | +62.9% | +45.4% |
| 5Y | -70.2% | -41.4% | -28.8% | -65.7% |
| 10Y | +50.1% | +90.9% | -40.9% | -7.0% |
| All | +50.1% | +93.0% | -42.9% | -7.0% |
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