-81.0%
PYPL vs SM
+107.8%
-188.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.5% | -0.5% | -2.6% |
| 7D | +2.7% | +0.1% | +2.6% | +2.6% |
| 30D | -4.9% | +26.3% | -31.2% | -8.4% |
| 3M | +28.9% | +8.7% | +20.2% | +26.4% |
| 6M | +18.2% | +51.7% | -33.4% | +8.6% |
| YTD | -5.0% | +99.0% | -104.1% | -17.2% |
| 1Y | -18.8% | +34.6% | -53.4% | -24.5% |
| 3Y | -12.6% | -7.8% | -4.8% | -16.4% |
| All | -81.0% | +107.8% | -188.9% | -84.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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