+36.9%
PYPL vs STT
+264.2%
-227.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.2% | -2.0% | -2.7% |
| 7D | +1.7% | +2.2% | -0.4% | +0.8% |
| 30D | -9.7% | +3.9% | -13.6% | -11.3% |
| 3M | +29.2% | +19.2% | +10.0% | +19.1% |
| 6M | +13.9% | +60.4% | -46.5% | -8.3% |
| YTD | -8.1% | +51.5% | -59.6% | -24.2% |
| 1Y | -21.4% | +76.3% | -97.7% | -39.4% |
| 3Y | -11.8% | +200.7% | -212.6% | -46.0% |
| 5Y | -81.1% | +157.5% | -238.6% | -88.0% |
| 10Y | +36.9% | +262.0% | -225.1% | -27.5% |
| All | +36.9% | +264.2% | -227.2% | -27.5% |
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