+51.4%
PYPL vs PM
+286.7%
-235.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.1% | -2.4% |
| 7D | +2.7% | -4.9% | +7.6% | +4.4% |
| 30D | -4.9% | -3.4% | -1.5% | -3.8% |
| 3M | +28.9% | +5.2% | +23.7% | +26.5% |
| 6M | +18.2% | +3.7% | +14.5% | +15.8% |
| YTD | -5.0% | +15.8% | -20.8% | -10.6% |
| 1Y | -18.8% | +17.4% | -36.2% | -24.3% |
| 3Y | -12.6% | +116.9% | -129.5% | -38.2% |
| 5Y | -80.8% | +117.3% | -198.1% | -86.6% |
| 10Y | +49.9% | +193.8% | -143.8% | -14.2% |
| All | +51.4% | +286.7% | -235.4% | -30.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling