-80.6%
PYPL vs SCHG
+84.3%
-165.0%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.1% | -0.2% |
| 7D | -2.3% | -1.0% | -1.2% | -1.1% |
| 30D | -9.0% | -1.3% | -7.8% | -7.7% |
| 3M | +30.6% | +5.4% | +25.1% | +23.0% |
| 6M | +18.6% | +14.4% | +4.2% | +1.9% |
| YTD | -7.2% | +8.0% | -15.2% | -14.7% |
| 1Y | -19.3% | +12.7% | -32.0% | -29.2% |
| 3Y | -12.3% | +85.6% | -97.9% | -58.1% |
| All | -80.6% | +84.3% | -165.0% | -91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling