-19.0%
PYPL vs M
+46.1%
-65.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.6% | -5.9% | -3.6% |
| 7D | +2.4% | +4.7% | -2.3% | +1.7% |
| 30D | -5.1% | -9.6% | +4.5% | -3.9% |
| 3M | +28.6% | +0.9% | +27.7% | +28.2% |
| 6M | +17.9% | +22.3% | -4.3% | +15.3% |
| YTD | -5.3% | +6.5% | -11.8% | -6.3% |
| 1Y | -19.0% | +38.8% | -57.8% | -27.5% |
| All | -19.0% | +46.1% | -65.2% | -27.5% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 1y: compounded portfolio wealth divided by compounded M 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…
1y analysis · Full analysis span regression · 6 months rolling