-73.6%
PYPL vs SW
-1.6%
-72.0%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.5% | -0.6% | -1.8% |
| 7D | +3.5% | +4.7% | -1.1% | +2.7% |
| 30D | +8.0% | +5.0% | +3.0% | +6.9% |
| 3M | +2.0% | -7.3% | +9.4% | +3.3% |
| 6M | +27.6% | +15.0% | +12.6% | +23.5% |
| YTD | +1.9% | +18.5% | -16.6% | -2.9% |
| 1Y | -12.4% | +27.1% | -39.5% | -17.7% |
| 3Y | +6.3% | +49.3% | -43.0% | -3.7% |
| 5Y | -73.6% | -1.6% | -72.0% | -76.1% |
| All | -73.6% | -1.6% | -72.0% | -76.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 SW 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