-71.8%
PYPL vs STRL
+906.9%
-978.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.1% | +4.7% | +1.9% |
| 7D | +0.1% | +15.7% | -15.6% | -1.2% |
| 30D | +5.7% | -35.5% | +41.1% | +9.1% |
| 3M | -1.9% | -47.1% | +45.2% | +2.8% |
| 6M | +31.8% | -65.8% | +97.6% | +42.6% |
| YTD | +2.4% | -4.5% | +7.0% | -9.7% |
| 1Y | -8.2% | -10.5% | +2.2% | -18.5% |
| 3Y | +10.2% | +340.6% | -330.4% | -39.0% |
| All | -71.8% | +906.9% | -978.7% | -90.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling