-81.0%
PYPL vs M
+27.3%
-108.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.6% | -5.6% | -3.7% |
| 7D | +2.7% | +4.7% | -2.0% | +1.4% |
| 30D | -4.9% | -9.6% | +4.8% | -2.3% |
| 3M | +28.9% | +0.9% | +28.0% | +28.1% |
| 6M | +18.2% | +22.3% | -4.0% | +11.0% |
| YTD | -5.0% | +6.5% | -11.6% | -8.2% |
| 1Y | -18.8% | +38.8% | -57.6% | -27.5% |
| 3Y | -12.6% | +115.9% | -128.5% | -37.2% |
| All | -81.0% | +27.3% | -108.3% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling