+40.1%
PYPL vs SIRI
-10.2%
+50.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SIRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.9% | -0.2% | +0.5% |
| 7D | -2.3% | +0.6% | -2.8% | -2.4% |
| 30D | -9.0% | +2.5% | -11.5% | -9.7% |
| 3M | +30.6% | +6.6% | +24.0% | +28.0% |
| 6M | +18.6% | +32.9% | -14.3% | +8.7% |
| YTD | -7.2% | +50.5% | -57.6% | -18.3% |
| 1Y | -19.3% | +28.0% | -47.2% | -25.8% |
| 3Y | -12.3% | -22.4% | +10.1% | -12.1% |
| 5Y | -80.9% | -41.3% | -39.6% | -80.1% |
| All | +40.1% | -10.2% | +50.3% | +28.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SIRI.
Daily Out/Under-Performance
Portfolio return minus SIRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SIRI 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 10y: compounded portfolio wealth divided by compounded SIRI 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…
10y analysis · Full analysis span regression · 6 months rolling