-10.3%
PYPL vs SWK
+77.0%
-87.3%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.4% | -0.7% | -1.9% |
| 7D | +1.0% | +11.3% | -10.3% | -0.5% |
| 30D | +5.9% | +31.5% | -25.6% | +2.4% |
| 3M | -0.2% | +14.4% | -14.7% | -2.2% |
| 6M | +30.3% | +46.4% | -16.1% | +24.9% |
| YTD | +1.6% | +61.6% | -60.0% | -7.7% |
| 1Y | -10.3% | +78.7% | -89.0% | -22.8% |
| All | -10.3% | +77.0% | -87.3% | -22.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SWK.
Daily Out/Under-Performance
Portfolio return minus SWK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWK 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 1y: compounded portfolio wealth divided by compounded SWK 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…
1y analysis · Full analysis span regression · 6 months rolling