-19.0%
PYPL vs SCHG
+16.6%
-35.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.9% | -2.4% | -2.4% |
| 7D | +2.4% | -0.7% | +3.1% | +3.2% |
| 30D | -5.1% | +0.2% | -5.4% | -5.3% |
| 3M | +28.6% | +2.2% | +26.3% | +25.9% |
| 6M | +17.9% | +15.0% | +2.9% | +1.9% |
| YTD | -5.3% | +9.2% | -14.4% | -12.1% |
| 1Y | -19.0% | +15.7% | -34.8% | -25.4% |
| All | -19.0% | +16.6% | -35.7% | -25.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SCHG.
Daily Out/Under-Performance
Portfolio return minus SCHG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SCHG 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 1y: compounded portfolio wealth divided by compounded SCHG 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…
1y analysis · Full analysis span regression · 6 months rolling