-46.6%
PYPL vs SITM
+4,608.4%
-4,655.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +6.5% | -9.6% | -4.3% |
| 7D | +2.7% | +9.7% | -7.0% | +0.7% |
| 30D | -4.9% | +12.7% | -17.6% | -8.0% |
| 3M | +28.9% | -13.4% | +42.3% | +29.0% |
| 6M | +18.2% | +59.6% | -41.4% | +1.1% |
| YTD | -5.0% | +73.3% | -78.3% | -21.1% |
| 1Y | -18.8% | +165.5% | -184.4% | -40.1% |
| 3Y | -12.6% | +368.7% | -381.3% | -49.6% |
| 5Y | -80.8% | +172.5% | -253.3% | -88.6% |
| All | -46.6% | +4,608.4% | -4,655.0% | -80.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling