-81.6%
PYPL vs S
-57.8%
-23.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.6% |
| 7D | +1.7% | -5.8% | +7.6% | +3.4% |
| 30D | -9.7% | -9.2% | -0.5% | -7.7% |
| 3M | +29.2% | +23.4% | +5.8% | +20.4% |
| 6M | +13.9% | +36.9% | -23.1% | +2.0% |
| YTD | -8.1% | +29.5% | -37.6% | -16.4% |
| 1Y | -21.4% | +5.4% | -26.8% | -24.7% |
| 3Y | -11.8% | +14.7% | -26.5% | -22.3% |
| 5Y | -81.1% | -71.5% | -9.6% | -79.7% |
| All | -81.6% | -57.8% | -23.8% | -80.9% |
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