+43.7%
PYPL vs SCHG
+465.3%
-421.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SCHG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.1% |
| 7D | -4.3% | -0.9% | -3.5% | -3.2% |
| 30D | -11.5% | -2.3% | -9.2% | -9.0% |
| 3M | +26.1% | +4.5% | +21.6% | +19.4% |
| 6M | +13.7% | +13.6% | +0.1% | -2.7% |
| YTD | -9.8% | +7.6% | -17.4% | -17.4% |
| 1Y | -22.1% | +13.0% | -35.1% | -32.7% |
| 3Y | -13.5% | +87.0% | -100.5% | -60.8% |
| 5Y | -81.6% | +82.9% | -164.5% | -91.3% |
| 10Y | +38.8% | +453.6% | -414.9% | -82.5% |
| All | +43.7% | +465.3% | -421.6% | -81.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling