-12.8%
PYPL vs SWKS
-25.5%
+12.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.5% | -6.6% | -3.9% |
| 7D | +2.7% | +12.5% | -9.8% | -0.5% |
| 30D | -4.9% | +10.5% | -15.4% | -7.4% |
| 3M | +28.9% | -7.4% | +36.3% | +30.7% |
| 6M | +18.2% | +32.7% | -14.4% | +5.6% |
| YTD | -5.0% | +19.2% | -24.2% | -12.5% |
| 1Y | -18.8% | +2.4% | -21.2% | -21.7% |
| All | -12.8% | -25.5% | +12.6% | -18.4% |
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