+36.9%
PYPL vs SPG
+61.5%
-24.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.6% |
| 7D | +1.7% | 0.0% | +1.7% | +1.7% |
| 30D | -9.7% | -4.9% | -4.8% | -8.5% |
| 3M | +29.2% | +3.3% | +25.9% | +28.0% |
| 6M | +13.9% | +11.2% | +2.7% | +10.3% |
| YTD | -8.1% | +17.1% | -25.2% | -12.3% |
| 1Y | -21.4% | +21.6% | -43.0% | -25.8% |
| 3Y | -11.8% | +111.9% | -123.7% | -28.1% |
| 5Y | -81.1% | +106.9% | -188.1% | -84.6% |
| 10Y | +36.9% | +62.2% | -25.3% | +25.4% |
| All | +36.9% | +61.5% | -24.6% | +25.4% |
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