-81.1%
PYPL vs IT
-44.6%
-36.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.4% | +4.2% | +0.1% |
| 7D | +1.7% | -9.1% | +10.9% | +6.1% |
| 30D | -9.7% | -7.0% | -2.7% | -7.3% |
| 3M | +29.2% | +7.6% | +21.6% | +21.1% |
| 6M | +13.9% | +2.1% | +11.8% | +8.3% |
| YTD | -8.1% | -31.6% | +23.5% | +7.7% |
| 1Y | -21.4% | -29.9% | +8.5% | -9.9% |
| 3Y | -11.8% | -51.3% | +39.4% | +16.3% |
| 5Y | -81.1% | -44.8% | -36.4% | -79.6% |
| All | -81.1% | -44.6% | -36.6% | -79.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling