-71.8%
PYPL vs SWKS
-37.3%
-34.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SWKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.1% | +9.4% | -9.4% | -3.4% |
| 30D | +5.7% | +17.0% | -11.3% | -0.6% |
| 3M | -1.9% | +28.9% | -30.8% | -12.8% |
| 6M | +31.8% | +33.1% | -1.3% | +12.6% |
| YTD | +2.4% | +44.8% | -42.4% | -17.8% |
| 1Y | -8.2% | +36.2% | -44.5% | -24.2% |
| 3Y | +10.2% | +11.5% | -1.3% | -11.2% |
| All | -71.8% | -37.3% | -34.5% | -69.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling