-47.8%
PYPL vs SMR
-3.5%
-44.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.5% | -2.5% | -3.0% |
| 7D | +2.7% | +4.4% | -1.7% | +2.3% |
| 30D | -4.9% | +3.4% | -8.3% | -5.2% |
| 3M | +28.9% | -19.2% | +48.0% | +30.2% |
| 6M | +18.2% | -22.6% | +40.9% | +18.9% |
| YTD | -5.0% | -31.5% | +26.5% | -4.4% |
| 1Y | -18.8% | -73.1% | +54.3% | -13.0% |
| 3Y | -12.6% | +55.0% | -67.5% | -27.5% |
| All | -47.8% | -3.5% | -44.3% | -53.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling