-73.9%
PYPL vs SO
+75.0%
-148.9%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.7% |
| 7D | +3.9% | -1.5% | +5.4% | +4.3% |
| 30D | +7.8% | +8.1% | -0.3% | +5.8% |
| 3M | -0.7% | +0.2% | -0.9% | -0.8% |
| 6M | +28.8% | +0.4% | +28.4% | +28.4% |
| YTD | +2.4% | +8.5% | -6.1% | -0.3% |
| 1Y | -9.6% | +4.9% | -14.5% | -11.1% |
| 3Y | +9.7% | +47.9% | -38.2% | -6.6% |
| All | -73.9% | +75.0% | -148.9% | -76.9% |
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