+9.7%
PYPL vs SWKS
-0.7%
+10.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.2% | -0.7% | +0.2% |
| 7D | +3.9% | -6.2% | +10.1% | +5.3% |
| 30D | +7.8% | -1.5% | +9.3% | +8.0% |
| 3M | -0.7% | +23.0% | -23.6% | -6.5% |
| 6M | +28.8% | +27.6% | +1.2% | +17.8% |
| YTD | +2.4% | +32.3% | -29.9% | -8.6% |
| 1Y | -9.6% | +20.1% | -29.7% | -16.8% |
| 3Y | +9.7% | +0.6% | +9.0% | -7.4% |
| All | +9.7% | -0.7% | +10.4% | -7.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SWKS.
Daily Out/Under-Performance
Portfolio return minus SWKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SWKS 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 SWKS 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