-49.5%
PYPL vs SMR
+11.2%
-60.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +15.3% | -18.5% | -4.4% |
| 7D | +1.7% | +21.4% | -19.7% | +0.1% |
| 30D | -9.7% | +13.8% | -23.6% | -10.8% |
| 3M | +29.2% | +3.9% | +25.3% | +27.9% |
| 6M | +13.9% | -4.2% | +18.1% | +12.5% |
| YTD | -8.1% | -21.1% | +13.0% | -8.6% |
| 1Y | -21.4% | -67.1% | +45.7% | -17.2% |
| 3Y | -11.8% | +88.9% | -100.7% | -28.5% |
| All | -49.5% | +11.2% | -60.8% | -55.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling