+36.9%
PYPL vs PM
+196.3%
-159.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.6% |
| 7D | +1.7% | -1.3% | +3.0% | +2.1% |
| 30D | -9.7% | -2.6% | -7.2% | -9.1% |
| 3M | +29.2% | +5.8% | +23.4% | +26.7% |
| 6M | +13.9% | +10.6% | +3.3% | +9.4% |
| YTD | -8.1% | +17.2% | -25.3% | -13.5% |
| 1Y | -21.4% | +17.6% | -39.0% | -26.5% |
| 3Y | -11.8% | +124.3% | -136.1% | -37.6% |
| 5Y | -81.1% | +125.1% | -206.2% | -86.9% |
| 10Y | +36.9% | +198.6% | -161.7% | -20.3% |
| All | +36.9% | +196.3% | -159.4% | -20.3% |
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