-81.0%
PYPL vs STM
+20.8%
-101.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.6% |
| 7D | +2.7% | +5.8% | -3.1% | +0.9% |
| 30D | -4.9% | -1.0% | -3.9% | -4.8% |
| 3M | +28.9% | -33.3% | +62.1% | +42.3% |
| 6M | +18.2% | +57.4% | -39.1% | -9.2% |
| YTD | -5.0% | +102.2% | -107.2% | -34.9% |
| 1Y | -18.8% | +99.6% | -118.4% | -44.8% |
| 3Y | -12.6% | +14.5% | -27.1% | -27.7% |
| All | -81.0% | +20.8% | -101.8% | -86.2% |
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