+54.4%
PYPL vs SPG
+113.9%
-59.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.3% | +2.0% | +1.8% |
| 7D | +0.1% | +2.0% | -1.9% | -0.5% |
| 30D | +5.7% | +17.2% | -11.6% | +1.0% |
| 3M | -1.9% | +6.3% | -8.2% | -3.6% |
| 6M | +31.8% | +18.7% | +13.1% | +25.5% |
| YTD | +2.4% | +30.1% | -27.6% | -5.1% |
| 1Y | -8.2% | +32.8% | -41.0% | -15.5% |
| 3Y | +10.2% | +133.6% | -123.4% | -12.6% |
| 5Y | -71.2% | +84.4% | -155.6% | -76.3% |
| All | +54.4% | +113.9% | -59.5% | +28.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPG.
Daily Out/Under-Performance
Portfolio return minus SPG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPG 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 SPG 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