-9.6%
PYPL vs STM
+75.4%
-85.0%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | +0.4% |
| 7D | +3.9% | -10.7% | +14.7% | +4.0% |
| 30D | +7.8% | -25.7% | +33.5% | +8.2% |
| 3M | -0.7% | -21.6% | +20.9% | -0.5% |
| 6M | +28.8% | -27.8% | +56.6% | +25.2% |
| YTD | +2.4% | +61.8% | -59.4% | -18.6% |
| 1Y | -9.6% | +78.1% | -87.7% | -30.5% |
| All | -9.6% | +75.4% | -85.0% | -30.5% |
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