+51.4%
PYPL vs STM
+678.4%
-627.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -3.7% |
| 7D | +2.7% | +5.8% | -3.1% | +0.7% |
| 30D | -4.9% | -1.0% | -3.9% | -4.8% |
| 3M | +28.9% | -33.3% | +62.1% | +43.4% |
| 6M | +18.2% | +57.4% | -39.1% | -8.3% |
| YTD | -5.0% | +102.2% | -107.2% | -33.9% |
| 1Y | -18.8% | +99.6% | -118.4% | -43.9% |
| 3Y | -12.6% | +14.5% | -27.1% | -28.9% |
| 5Y | -80.8% | +21.4% | -102.2% | -85.2% |
| 10Y | +49.9% | +695.0% | -645.0% | -33.9% |
| All | +51.4% | +678.4% | -627.0% | -35.2% |
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 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