+45.1%
PYPL vs STT
+204.5%
-159.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.2% | +0.3% | +0.4% |
| 7D | +3.9% | -2.5% | +6.4% | +5.0% |
| 30D | +7.8% | -5.0% | +12.8% | +10.1% |
| 3M | -0.7% | -10.5% | +9.8% | +4.1% |
| 6M | +28.8% | +10.0% | +18.8% | +22.7% |
| YTD | +2.4% | +30.7% | -28.3% | -10.1% |
| 1Y | -9.6% | +43.8% | -53.4% | -24.0% |
| 3Y | +9.7% | +168.1% | -158.4% | -29.5% |
| 5Y | -73.5% | +101.4% | -174.9% | -81.5% |
| All | +45.1% | +204.5% | -159.4% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 10y: compounded portfolio wealth divided by compounded STT 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…
10y analysis · Full analysis span regression · 6 months rolling