+51.4%
PYPL vs STT
+247.6%
-196.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +2.7% | +0.5% | +2.2% | +2.5% |
| 30D | -4.9% | +3.9% | -8.7% | -6.6% |
| 3M | +28.9% | +20.0% | +8.9% | +18.5% |
| 6M | +18.2% | +55.3% | -37.1% | -3.5% |
| YTD | -5.0% | +53.3% | -58.4% | -22.1% |
| 1Y | -18.8% | +74.7% | -93.5% | -37.2% |
| 3Y | -12.6% | +205.8% | -218.4% | -47.0% |
| 5Y | -80.8% | +145.0% | -225.8% | -87.6% |
| 10Y | +49.9% | +266.0% | -216.1% | -26.2% |
| All | +51.4% | +247.6% | -196.2% | -20.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling