-9.9%
PYPL vs STLA
-64.4%
+54.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.4% |
| 7D | +2.7% | +2.6% | +0.1% | +2.0% |
| 30D | -4.9% | -1.2% | -3.6% | -4.9% |
| 3M | +28.9% | -24.8% | +53.6% | +37.8% |
| 6M | +18.2% | -25.6% | +43.8% | +26.0% |
| YTD | -5.0% | -48.9% | +43.9% | +11.0% |
| 1Y | -18.8% | -38.8% | +19.9% | -11.1% |
| All | -9.9% | -64.4% | +54.5% | +1.0% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 3y: compounded portfolio wealth divided by compounded STLA 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…
3y analysis · Full analysis span regression · 6 months rolling