-48.2%
PYPL vs SITM
+4,532.8%
-4,581.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +2.1% | +0.1% | +1.8% |
| 7D | -5.9% | +4.8% | -10.8% | -6.9% |
| 30D | -9.4% | -9.7% | +0.3% | -7.9% |
| 3M | +31.3% | -9.3% | +40.6% | +30.4% |
| 6M | +19.1% | +69.5% | -50.4% | +0.8% |
| YTD | -7.9% | +70.5% | -78.4% | -23.3% |
| 1Y | -17.9% | +145.3% | -163.1% | -38.3% |
| 3Y | -11.6% | +432.8% | -444.4% | -50.6% |
| 5Y | -81.0% | +174.0% | -255.1% | -88.7% |
| All | -48.2% | +4,532.8% | -4,581.1% | -80.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 SITM 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