+47.2%
PYPL vs M
+3.7%
+43.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.1% | -6.7% | +0.1% |
| 7D | +2.2% | +2.5% | -0.4% | +1.7% |
| 30D | +8.1% | +10.1% | -1.9% | +6.3% |
| 3M | +1.9% | -0.9% | +2.8% | +1.8% |
| 6M | +33.1% | +30.2% | +3.0% | +26.9% |
| YTD | +3.8% | +16.3% | -12.5% | +0.2% |
| 1Y | -8.3% | +27.0% | -35.3% | -12.9% |
| 3Y | +11.9% | +154.5% | -142.6% | -7.8% |
| 5Y | -70.4% | -1.1% | -69.4% | -73.0% |
| 10Y | +47.2% | +0.5% | +46.7% | +24.7% |
| All | +47.2% | +3.7% | +43.5% | +24.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling