-21.0%
PYPL vs SN
+659.6%
-680.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.7% | -2.2% | -0.1% |
| 7D | +3.9% | +7.2% | -3.3% | +2.3% |
| 30D | +7.8% | +20.4% | -12.6% | +3.2% |
| 3M | -0.7% | +23.9% | -24.6% | -5.8% |
| 6M | +28.8% | +93.0% | -64.3% | +9.2% |
| YTD | +2.4% | +99.2% | -96.9% | -14.7% |
| 1Y | -9.6% | +142.6% | -152.2% | -28.6% |
| 3Y | +9.7% | +398.8% | -389.1% | -30.2% |
| All | -21.0% | +659.6% | -680.6% | -51.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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