-19.0%
PYPL vs SMR
-76.3%
+57.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -0.5% | -2.8% | -3.2% |
| 7D | +2.4% | +4.4% | -2.0% | +2.2% |
| 30D | -5.1% | +3.4% | -8.5% | -5.4% |
| 3M | +28.6% | -19.2% | +47.7% | +30.1% |
| 6M | +17.9% | -22.6% | +40.6% | +18.5% |
| YTD | -5.3% | -31.5% | +26.3% | -5.0% |
| 1Y | -19.0% | -73.1% | +54.1% | -13.7% |
| All | -19.0% | -76.3% | +57.2% | -13.7% |
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