-79.4%
PYPL vs S
-52.7%
-26.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.6% | -1.2% | 0.0% |
| 7D | +3.9% | -13.4% | +17.4% | +7.7% |
| 30D | +7.8% | -14.0% | +21.8% | +11.4% |
| 3M | -0.7% | +4.9% | -5.5% | -3.8% |
| 6M | +28.8% | +42.0% | -13.2% | +13.2% |
| YTD | +2.4% | +45.1% | -42.8% | -11.0% |
| 1Y | -9.6% | +33.1% | -42.7% | -20.0% |
| 3Y | +9.7% | +40.6% | -31.0% | -10.0% |
| 5Y | -73.5% | -67.5% | -6.0% | -72.6% |
| All | -79.4% | -52.7% | -26.8% | -79.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling