+63.2%
PYPL vs STM
+522.7%
-459.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.4% | -4.0% | -1.0% |
| 7D | +3.9% | -10.7% | +14.7% | +7.4% |
| 30D | +7.8% | -25.7% | +33.5% | +18.0% |
| 3M | -0.7% | -21.6% | +20.9% | +6.0% |
| 6M | +28.8% | -27.8% | +56.6% | +33.8% |
| YTD | +2.4% | +61.8% | -59.4% | -24.3% |
| 1Y | -9.6% | +78.1% | -87.7% | -35.8% |
| 3Y | +9.7% | +4.9% | +4.8% | -10.6% |
| 5Y | -73.5% | -14.3% | -59.2% | -77.2% |
| 10Y | +46.5% | +414.1% | -367.6% | -28.3% |
| All | +63.2% | +522.7% | -459.5% | -25.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling