-12.8%
PYPL vs SWK
+15.2%
-28.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.4% |
| 7D | +2.7% | -0.4% | +3.1% | +2.8% |
| 30D | -4.9% | -5.7% | +0.8% | -2.9% |
| 3M | +28.9% | +24.1% | +4.8% | +18.4% |
| 6M | +18.2% | +24.7% | -6.5% | +7.5% |
| YTD | -5.0% | +33.9% | -39.0% | -17.3% |
| 1Y | -18.8% | +34.7% | -53.5% | -30.0% |
| All | -12.8% | +15.2% | -28.0% | -23.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling