+63.2%
PYPL vs M
-44.3%
+107.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.6% | +5.1% | +1.2% |
| 7D | +3.9% | -4.3% | +8.2% | +4.6% |
| 30D | +7.8% | +1.3% | +6.5% | +7.5% |
| 3M | -0.7% | -7.4% | +6.7% | +0.4% |
| 6M | +28.8% | +18.3% | +10.4% | +24.7% |
| YTD | +2.4% | +7.6% | -5.2% | +0.1% |
| 1Y | -9.6% | +17.4% | -27.0% | -13.0% |
| 3Y | +9.7% | +108.4% | -98.7% | -6.9% |
| 5Y | -73.5% | -10.6% | -62.9% | -75.3% |
| 10Y | +46.5% | -3.2% | +49.6% | +27.0% |
| All | +63.2% | -44.3% | +107.5% | +78.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling