+47.2%
PYPL vs SAP
+228.4%
-181.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.4% |
| 7D | +2.2% | +1.6% | +0.5% | +1.1% |
| 30D | +8.1% | +10.5% | -2.4% | +1.6% |
| 3M | +1.9% | +15.2% | -13.3% | -7.0% |
| 6M | +33.1% | +36.7% | -3.6% | +7.6% |
| YTD | +3.8% | -0.6% | +4.3% | +0.7% |
| 1Y | -8.3% | -4.1% | -4.2% | -8.8% |
| 3Y | +11.9% | +73.2% | -61.4% | -28.9% |
| 5Y | -70.4% | +74.1% | -144.6% | -81.8% |
| 10Y | +47.2% | +222.9% | -175.8% | -44.8% |
| All | +47.2% | +228.4% | -181.2% | -44.8% |
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