+63.2%
PYPL vs SO
+243.4%
-180.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.1% | +1.5% | +0.8% |
| 7D | +3.9% | -1.5% | +5.4% | +4.4% |
| 30D | +7.8% | +8.1% | -0.3% | +5.0% |
| 3M | -0.7% | +0.2% | -0.9% | -0.8% |
| 6M | +28.8% | +0.4% | +28.4% | +28.3% |
| YTD | +2.4% | +8.5% | -6.1% | -1.2% |
| 1Y | -9.6% | +4.9% | -14.5% | -11.8% |
| 3Y | +9.7% | +47.9% | -38.2% | -7.4% |
| 5Y | -73.5% | +75.7% | -149.2% | -79.2% |
| 10Y | +46.5% | +178.0% | -131.5% | -0.8% |
| All | +63.2% | +243.4% | -180.3% | -1.3% |
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