+48.0%
PYPL vs SNY
+39.9%
+8.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.3% | -3.3% | +1.1% | -1.0% |
| 30D | -9.0% | -2.2% | -6.9% | -8.3% |
| 3M | +30.6% | -3.0% | +33.6% | +32.1% |
| 6M | +18.6% | +2.7% | +15.8% | +17.1% |
| YTD | -7.2% | -6.8% | -0.3% | -5.1% |
| 1Y | -19.3% | -5.3% | -14.0% | -18.3% |
| 3Y | -12.3% | -9.8% | -2.5% | -12.3% |
| 5Y | -80.9% | +9.7% | -90.6% | -83.1% |
| 10Y | +42.9% | +64.5% | -21.6% | +2.7% |
| All | +48.0% | +39.9% | +8.0% | +15.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling