-81.0%
PYPL vs SPG
+102.5%
-183.6%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.1% | -2.4% |
| 7D | +2.7% | -2.4% | +5.1% | +4.3% |
| 30D | -4.9% | -6.8% | +1.9% | -0.4% |
| 3M | +28.9% | +2.7% | +26.2% | +26.3% |
| 6M | +18.2% | +5.5% | +12.8% | +13.2% |
| YTD | -5.0% | +15.7% | -20.7% | -14.8% |
| 1Y | -18.8% | +20.9% | -39.7% | -29.6% |
| 3Y | -12.6% | +112.4% | -125.0% | -50.8% |
| All | -81.0% | +102.5% | -183.6% | -89.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling