+47.2%
PYPL vs SO
+184.0%
-136.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.3% | 0.0% | +0.9% |
| 7D | +2.2% | -1.1% | +3.3% | +2.5% |
| 30D | +8.1% | +8.6% | -0.4% | +5.1% |
| 3M | +1.9% | +1.8% | +0.1% | +1.2% |
| 6M | +33.1% | +3.6% | +29.5% | +31.2% |
| YTD | +3.8% | +9.9% | -6.2% | -0.4% |
| 1Y | -8.3% | +5.7% | -14.0% | -10.8% |
| 3Y | +11.9% | +52.5% | -40.6% | -7.2% |
| 5Y | -70.4% | +77.3% | -147.8% | -77.1% |
| 10Y | +47.2% | +186.8% | -139.6% | -1.1% |
| All | +47.2% | +184.0% | -136.8% | -1.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SO.
Daily Out/Under-Performance
Portfolio return minus SO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SO 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 10y: compounded portfolio wealth divided by compounded SO 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…
10y analysis · Full analysis span regression · 6 months rolling