+32.7%
PYPL vs IT
+24.8%
+7.9%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.2% | -1.0% | +0.8% |
| 7D | -1.2% | -6.8% | +5.7% | 0.0% |
| 30D | +6.1% | -0.6% | +6.7% | +5.7% |
| 3M | +1.1% | +3.1% | -2.0% | -0.2% |
| 6M | +32.7% | +25.5% | +7.2% | +23.3% |
| All | +32.7% | +24.8% | +7.9% | +23.3% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling