+54.4%
PYPL vs MO
+154.9%
-100.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.9% | +0.8% | +1.5% |
| 7D | +0.1% | +3.3% | -3.2% | -0.7% |
| 30D | +5.7% | +7.5% | -1.9% | +3.9% |
| 3M | -1.9% | +22.8% | -24.7% | -6.6% |
| 6M | +31.8% | +13.4% | +18.5% | +27.6% |
| YTD | +2.4% | +43.0% | -40.6% | -7.0% |
| 1Y | -8.2% | +45.2% | -53.5% | -17.1% |
| 3Y | +10.2% | +145.5% | -135.3% | -15.2% |
| 5Y | -71.2% | +157.1% | -228.3% | -78.5% |
| All | +54.4% | +154.9% | -100.4% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MO.
Daily Out/Under-Performance
Portfolio return minus MO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MO 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 MO 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