+38.8%
PYPL vs SAP
+175.9%
-137.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -1.2% |
| 7D | -4.3% | -0.3% | -4.1% | -4.1% |
| 30D | -11.5% | +0.3% | -11.7% | -11.8% |
| 3M | +26.1% | +16.9% | +9.3% | +13.3% |
| 6M | +13.7% | +6.3% | +7.3% | +7.0% |
| YTD | -9.8% | -12.4% | +2.6% | -5.3% |
| 1Y | -22.1% | -21.6% | -0.4% | -11.8% |
| 3Y | -13.5% | +54.8% | -68.3% | -41.2% |
| 5Y | -81.6% | +56.2% | -137.8% | -87.9% |
| 10Y | +38.8% | +179.0% | -140.3% | -42.8% |
| All | +38.8% | +175.9% | -137.1% | -42.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SAP.
Daily Out/Under-Performance
Portfolio return minus SAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAP 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 10y: compounded portfolio wealth divided by compounded SAP 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…
10y analysis · Full analysis span regression · 6 months rolling