-73.9%
PYPL vs SAN
+267.8%
-341.7%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +1.4% |
| 7D | +3.9% | +4.9% | -1.0% | +1.9% |
| 30D | +7.8% | -13.0% | +20.8% | +13.9% |
| 3M | -0.7% | -18.9% | +18.2% | +7.8% |
| 6M | +28.8% | -4.1% | +32.9% | +29.6% |
| YTD | +2.4% | +2.6% | -0.2% | -0.7% |
| 1Y | -9.6% | +16.9% | -26.5% | -17.3% |
| 3Y | +9.7% | +239.1% | -229.4% | -40.6% |
| All | -73.9% | +267.8% | -341.7% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 5y: compounded portfolio wealth divided by compounded SAN 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…
5y analysis · Full analysis span regression · 6 months rolling