+40.1%
PYPL vs SU
+267.2%
-227.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.1% | +0.9% | +0.8% |
| 7D | -2.3% | +2.2% | -4.5% | -2.7% |
| 30D | -9.0% | +8.4% | -17.5% | -10.6% |
| 3M | +30.6% | +12.1% | +18.5% | +27.0% |
| 6M | +18.6% | +19.7% | -1.1% | +13.0% |
| YTD | -7.2% | +58.4% | -65.6% | -17.2% |
| 1Y | -19.3% | +67.2% | -86.5% | -29.0% |
| 3Y | -12.3% | +125.0% | -137.3% | -29.0% |
| 5Y | -80.9% | +355.1% | -436.0% | -87.0% |
| All | +40.1% | +267.2% | -227.1% | +6.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 SU 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