-81.0%
PYPL vs STT
+145.1%
-226.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.4% |
| 30D | -4.9% | +3.9% | -8.7% | -7.2% |
| 3M | +28.9% | +20.0% | +8.9% | +14.8% |
| 6M | +18.2% | +55.3% | -37.1% | -10.8% |
| YTD | -5.0% | +53.3% | -58.4% | -28.0% |
| 1Y | -18.8% | +74.7% | -93.5% | -43.3% |
| 3Y | -12.6% | +205.8% | -218.4% | -57.2% |
| All | -81.0% | +145.1% | -226.1% | -90.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling