+51.4%
PYPL vs SO
+227.7%
-176.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +2.7% | -0.2% | +2.8% | +2.7% |
| 30D | -4.9% | -4.6% | -0.3% | -3.4% |
| 3M | +28.9% | -3.0% | +31.9% | +30.1% |
| 6M | +18.2% | -8.3% | +26.5% | +21.4% |
| YTD | -5.0% | +3.5% | -8.6% | -6.8% |
| 1Y | -18.8% | -0.9% | -17.9% | -19.3% |
| 3Y | -12.6% | +45.4% | -57.9% | -25.8% |
| 5Y | -80.8% | +59.6% | -140.4% | -84.4% |
| 10Y | +49.9% | +156.6% | -106.7% | +4.0% |
| All | +51.4% | +227.7% | -176.3% | -6.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling