+54.4%
PYPL vs PM
+264.7%
-210.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.3% |
| 7D | +0.1% | +0.5% | -0.5% | -0.1% |
| 30D | +5.7% | -3.2% | +8.9% | +6.6% |
| 3M | -1.9% | +6.2% | -8.1% | -4.0% |
| 6M | +31.8% | +7.7% | +24.1% | +28.2% |
| YTD | +2.4% | +27.3% | -24.8% | -6.2% |
| 1Y | -8.2% | +32.8% | -41.0% | -17.3% |
| 3Y | +10.2% | +150.0% | -139.8% | -24.7% |
| 5Y | -71.2% | +164.2% | -235.5% | -81.0% |
| All | +54.4% | +264.7% | -210.2% | -14.5% |
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