-80.6%
PYPL vs SNY
+9.4%
-90.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.3% | -3.3% | +1.1% | -1.5% |
| 30D | -9.0% | -2.2% | -6.9% | -8.6% |
| 3M | +30.6% | -3.0% | +33.6% | +31.5% |
| 6M | +18.6% | +2.7% | +15.8% | +17.8% |
| YTD | -7.2% | -6.8% | -0.3% | -5.9% |
| 1Y | -19.3% | -5.3% | -14.0% | -18.6% |
| 3Y | -12.3% | -9.8% | -2.5% | -11.8% |
| All | -80.6% | +9.4% | -90.1% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 SNY 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