+8.4%
PYPL vs STM
+15.7%
-7.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -1.1% | +16.3% | -17.4% | -3.4% |
| 30D | +3.8% | -6.3% | +10.1% | +4.4% |
| 3M | -1.3% | -14.1% | +12.8% | +0.4% |
| 6M | +29.0% | -19.6% | +48.6% | +28.2% |
| YTD | +0.7% | +80.1% | -79.4% | -20.1% |
| 1Y | -12.3% | +95.4% | -107.6% | -32.1% |
| All | +8.4% | +15.7% | -7.3% | -16.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling