-8.3%
PYPL vs SPG
+32.2%
-40.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.6% |
| 7D | +2.2% | +5.1% | -2.9% | +0.3% |
| 30D | +8.1% | +16.8% | -8.7% | +2.2% |
| 3M | +1.9% | +5.7% | -3.7% | -0.3% |
| 6M | +33.1% | +17.8% | +15.3% | +26.3% |
| YTD | +3.8% | +30.1% | -26.3% | -7.8% |
| All | -8.3% | +32.2% | -40.6% | -20.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling