-7.9%
PYPL vs SMR
-87.0%
+79.1%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -4.5% | +7.9% | +3.6% |
| 7D | +6.5% | -9.5% | +16.0% | +6.9% |
| 30D | +10.6% | -33.2% | +43.8% | +12.6% |
| 3M | +3.1% | -45.9% | +49.0% | +5.7% |
| 6M | +20.2% | -57.9% | +78.0% | +24.9% |
| YTD | +4.0% | -63.8% | +67.8% | +6.4% |
| 1Y | -7.9% | -85.6% | +77.7% | +3.5% |
| All | -7.9% | -87.0% | +79.1% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 1y: compounded portfolio wealth divided by compounded SMR 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…
1y analysis · Full analysis span regression · 6 months rolling