+36.9%
PYPL vs M
-6.4%
+43.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.6% | -0.6% | -2.8% |
| 7D | +1.7% | +2.4% | -0.6% | +1.4% |
| 30D | -9.7% | -11.6% | +1.9% | -7.9% |
| 3M | +29.2% | +1.6% | +27.6% | +28.6% |
| 6M | +13.9% | +25.2% | -11.3% | +9.3% |
| YTD | -8.1% | +3.8% | -11.9% | -9.5% |
| 1Y | -21.4% | +36.3% | -57.7% | -26.1% |
| 3Y | -11.8% | +116.3% | -128.2% | -25.4% |
| 5Y | -81.1% | +28.2% | -109.3% | -82.9% |
| 10Y | +36.9% | -3.4% | +40.3% | +15.4% |
| All | +36.9% | -6.4% | +43.3% | +15.4% |
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 2016-09-08 to 2026-09-08: 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling