+11.9%
PYPL vs SAP
+72.5%
-60.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.7% | -0.3% | +0.7% |
| 7D | +2.2% | +1.6% | +0.5% | +1.5% |
| 30D | +8.1% | +10.5% | -2.4% | +4.0% |
| 3M | +1.9% | +15.2% | -13.3% | -3.8% |
| 6M | +33.1% | +36.7% | -3.6% | +16.8% |
| YTD | +3.8% | -0.6% | +4.3% | +2.9% |
| 1Y | -8.3% | -4.1% | -4.2% | -7.5% |
| 3Y | +11.9% | +73.2% | -61.4% | -14.3% |
| All | +11.9% | +72.5% | -60.7% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling