+51.4%
PYPL vs IT
+117.2%
-65.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.6% | +1.6% | -0.9% |
| 7D | +2.7% | -6.0% | +8.7% | +5.6% |
| 30D | -4.9% | 0.0% | -4.9% | -5.4% |
| 3M | +28.9% | +13.1% | +15.8% | +18.1% |
| 6M | +18.2% | +11.7% | +6.5% | +7.6% |
| YTD | -5.0% | -26.1% | +21.1% | +6.1% |
| 1Y | -18.8% | -21.3% | +2.4% | -13.0% |
| 3Y | -12.6% | -46.7% | +34.2% | +9.2% |
| 5Y | -80.8% | -40.5% | -40.3% | -77.7% |
| 10Y | +49.9% | +103.9% | -54.0% | -17.1% |
| All | +51.4% | +117.2% | -65.8% | -23.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling