+9.7%
PYPL vs PM
+144.1%
-134.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +0.6% |
| 7D | +3.9% | -5.2% | +9.1% | +4.4% |
| 30D | +7.8% | +2.7% | +5.1% | +7.5% |
| 3M | -0.7% | +6.1% | -6.8% | -1.2% |
| 6M | +28.8% | +18.0% | +10.8% | +27.2% |
| YTD | +2.4% | +26.6% | -24.2% | +0.8% |
| 1Y | -9.6% | +36.7% | -46.3% | -11.3% |
| 3Y | +9.7% | +146.0% | -136.3% | -18.7% |
| All | +9.7% | +144.1% | -134.4% | -18.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling