+47.2%
PYPL vs PM
+228.8%
-181.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.4% | +3.8% | +2.1% |
| 7D | +2.2% | -7.3% | +9.4% | +4.5% |
| 30D | +8.1% | -4.0% | +12.2% | +9.3% |
| 3M | +1.9% | +2.7% | -0.8% | +0.8% |
| 6M | +33.1% | +14.9% | +18.3% | +26.7% |
| YTD | +3.8% | +23.5% | -19.8% | -4.1% |
| 1Y | -8.3% | +30.4% | -38.7% | -16.9% |
| 3Y | +11.9% | +143.2% | -131.4% | -23.0% |
| 5Y | -70.4% | +159.5% | -229.9% | -80.4% |
| 10Y | +47.2% | +234.7% | -187.5% | -16.7% |
| All | +47.2% | +228.8% | -181.6% | -16.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PM.
Daily Out/Under-Performance
Portfolio return minus PM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PM 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 PM 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