-71.8%
PYPL vs STM
-5.1%
-66.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.6% | +1.1% | +1.5% |
| 7D | +0.1% | +12.0% | -11.9% | -3.2% |
| 30D | +5.7% | -0.4% | +6.0% | +4.9% |
| 3M | -1.9% | -13.2% | +11.3% | +0.9% |
| 6M | +31.8% | -26.1% | +57.9% | +35.9% |
| YTD | +2.4% | +81.2% | -78.7% | -28.3% |
| 1Y | -8.2% | +98.3% | -106.6% | -38.4% |
| 3Y | +10.2% | +16.7% | -6.5% | -13.8% |
| All | -71.8% | -5.1% | -66.7% | -78.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling