-80.9%
PYPL vs S
-56.8%
-24.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.4% | -3.4% | -3.1% |
| 7D | +2.7% | -7.7% | +10.4% | +4.8% |
| 30D | -4.9% | -5.3% | +0.4% | -3.9% |
| 3M | +28.9% | +20.3% | +8.6% | +20.9% |
| 6M | +18.2% | +47.4% | -29.1% | +3.7% |
| YTD | -5.0% | +32.5% | -37.6% | -14.2% |
| 1Y | -18.8% | +9.5% | -28.4% | -23.1% |
| 3Y | -12.6% | +15.5% | -28.1% | -23.2% |
| 5Y | -80.8% | -71.2% | -9.6% | -79.5% |
| All | -80.9% | -56.8% | -24.2% | -80.3% |
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