-81.0%
PYPL vs STRL
+2,010.6%
-2,091.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +5.8% | -8.8% | -3.6% |
| 7D | +2.7% | +3.4% | -0.7% | +2.3% |
| 30D | -4.9% | -9.2% | +4.3% | -4.1% |
| 3M | +28.9% | -51.0% | +79.9% | +37.2% |
| 6M | +18.2% | +15.8% | +2.5% | +8.2% |
| YTD | -5.0% | +58.9% | -63.9% | -19.0% |
| 1Y | -18.8% | +68.5% | -87.3% | -32.6% |
| 3Y | -12.6% | +485.2% | -497.8% | -49.6% |
| All | -81.0% | +2,010.6% | -2,091.6% | -93.5% |
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