+18.2%
PYPL vs SAP
+13.1%
+5.1%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.8% |
| 7D | +2.7% | -2.9% | +5.6% | +3.5% |
| 30D | -4.9% | +9.0% | -13.9% | -7.4% |
| 3M | +28.9% | +14.9% | +13.9% | +23.0% |
| 6M | +18.2% | +11.9% | +6.3% | +17.1% |
| All | +18.2% | +13.1% | +5.1% | +17.1% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling