-81.1%
PYPL vs SO
+61.3%
-142.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.0% | -4.2% | -3.5% |
| 7D | +1.7% | +1.0% | +0.7% | +1.5% |
| 30D | -9.7% | -3.2% | -6.5% | -9.1% |
| 3M | +29.2% | -1.7% | +30.9% | +29.7% |
| 6M | +13.9% | -7.2% | +21.1% | +15.7% |
| YTD | -8.1% | +4.6% | -12.7% | -9.7% |
| 1Y | -21.4% | +1.2% | -22.6% | -22.2% |
| 3Y | -11.8% | +45.3% | -57.1% | -24.5% |
| 5Y | -81.1% | +58.7% | -139.9% | -83.2% |
| All | -81.1% | +61.3% | -142.5% | -83.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling