+10.6%
PYPL vs SMR
+152.7%
-142.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.2% |
| 7D | -1.2% | +1.9% | -3.1% | -1.5% |
| 30D | +6.1% | -21.9% | +28.1% | +7.5% |
| 3M | +1.1% | -47.1% | +48.2% | +4.5% |
| 6M | +32.7% | -60.6% | +93.4% | +39.1% |
| YTD | +2.8% | -63.1% | +65.9% | +6.9% |
| 1Y | -10.8% | -80.4% | +69.7% | -3.5% |
| All | +10.6% | +152.7% | -142.1% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling