-12.8%
PYPL vs STRL
+484.5%
-497.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -3.3% |
| 7D | +2.7% | +3.4% | -0.7% | +2.5% |
| 30D | -4.9% | -9.2% | +4.3% | -4.5% |
| 3M | +28.9% | -51.0% | +79.9% | +33.0% |
| 6M | +18.2% | +15.8% | +2.5% | +11.4% |
| YTD | -5.0% | +58.9% | -63.9% | -15.2% |
| 1Y | -18.8% | +68.5% | -87.3% | -28.8% |
| All | -12.8% | +484.5% | -497.3% | -41.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 3y: compounded portfolio wealth divided by compounded STRL 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…
3y analysis · Full analysis span regression · 6 months rolling