-73.9%
PYPL vs STM
-15.6%
-58.3%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | -0.8% |
| 7D | +3.9% | -10.7% | +14.7% | +7.0% |
| 30D | +7.8% | -25.7% | +33.5% | +16.7% |
| 3M | -0.7% | -21.6% | +20.9% | +5.2% |
| 6M | +28.8% | -27.8% | +56.6% | +32.1% |
| YTD | +2.4% | +61.8% | -59.4% | -26.0% |
| 1Y | -9.6% | +78.1% | -87.7% | -37.4% |
| 3Y | +9.7% | +4.9% | +4.8% | -11.7% |
| All | -73.9% | -15.6% | -58.3% | -79.2% |
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