-81.0%
PYPL vs MO
+99.2%
-180.3%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +2.0% |
| 7D | -5.9% | -1.0% | -4.9% | -5.8% |
| 30D | -9.4% | +5.8% | -15.2% | -10.1% |
| 3M | +31.3% | -4.5% | +35.8% | +31.9% |
| 6M | +19.1% | +5.7% | +13.4% | +18.0% |
| YTD | -7.9% | +23.1% | -31.0% | -11.1% |
| 1Y | -17.9% | +10.9% | -28.8% | -19.3% |
| 3Y | -11.6% | +96.1% | -107.7% | -24.3% |
| 5Y | -81.0% | +100.1% | -181.1% | -84.2% |
| All | -81.0% | +99.2% | -180.3% | -84.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling