-79.2%
PYPL vs S
-48.9%
-30.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +8.0% | -6.7% | -0.8% |
| 7D | +2.2% | +1.6% | +0.6% | +1.6% |
| 30D | +8.1% | -10.5% | +18.6% | +10.5% |
| 3M | +1.9% | +9.9% | -8.0% | -2.6% |
| 6M | +33.1% | +41.8% | -8.7% | +17.2% |
| YTD | +3.8% | +56.8% | -53.0% | -11.7% |
| 1Y | -8.3% | +39.0% | -47.3% | -19.8% |
| 3Y | +11.9% | +53.8% | -42.0% | -10.4% |
| 5Y | -70.4% | -68.6% | -1.9% | -69.8% |
| All | -79.2% | -48.9% | -30.3% | -79.8% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 S 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