-81.0%
PYPL vs PM
+119.0%
-200.0%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.6% |
| 7D | +2.7% | -4.9% | +7.6% | +3.8% |
| 30D | -4.9% | -3.4% | -1.5% | -4.2% |
| 3M | +28.9% | +5.2% | +23.7% | +27.5% |
| 6M | +18.2% | +3.7% | +14.5% | +16.9% |
| YTD | -5.0% | +15.8% | -20.8% | -8.4% |
| 1Y | -18.8% | +17.4% | -36.2% | -22.1% |
| 3Y | -12.6% | +116.9% | -129.5% | -35.7% |
| All | -81.0% | +119.0% | -200.0% | -86.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling