-50.5%
PYPL vs SMR
+7.6%
-58.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.6% |
| 7D | -4.3% | +13.1% | -17.4% | -5.4% |
| 30D | -11.5% | +17.8% | -29.2% | -12.8% |
| 3M | +26.1% | +8.1% | +18.0% | +24.4% |
| 6M | +13.7% | -11.1% | +24.8% | +13.0% |
| YTD | -9.8% | -23.7% | +13.9% | -10.1% |
| 1Y | -22.1% | -69.4% | +47.4% | -17.4% |
| 3Y | -13.5% | +82.6% | -96.1% | -29.7% |
| All | -50.5% | +7.6% | -58.0% | -56.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling