-12.8%
PYPL vs SNAP
-46.7%
+33.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.0% | +1.0% | -2.3% |
| 7D | +2.7% | +0.7% | +1.9% | +2.5% |
| 30D | -4.9% | +2.6% | -7.5% | -5.6% |
| 3M | +28.9% | -9.9% | +38.8% | +30.2% |
| 6M | +18.2% | +1.9% | +16.4% | +15.8% |
| YTD | -5.0% | -32.2% | +27.2% | +0.4% |
| 1Y | -18.8% | -22.8% | +4.0% | -16.5% |
| All | -12.8% | -46.7% | +33.9% | -21.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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