-18.8%
PYPL vs STM
+96.3%
-115.0%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.1% |
| 7D | +2.7% | +5.8% | -3.1% | +2.5% |
| 30D | -4.9% | -1.0% | -3.9% | -4.9% |
| 3M | +28.9% | -33.3% | +62.1% | +31.1% |
| 6M | +18.2% | +57.4% | -39.1% | +3.4% |
| YTD | -5.0% | +102.2% | -107.2% | -21.3% |
| All | -18.8% | +96.3% | -115.0% | -34.1% |
Cumulative growth
Daily Returns
Daily percentage return beside STM.
Daily Out/Under-Performance
Portfolio return minus STM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STM 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 1y: compounded portfolio wealth divided by compounded STM 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…
1y analysis · Full analysis span regression · 6 months rolling