-73.9%
PYPL vs SPG
+74.6%
-148.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.4% | -0.1% |
| 7D | +3.9% | +4.9% | -1.0% | +0.6% |
| 30D | +7.8% | +15.6% | -7.8% | -2.4% |
| 3M | -0.7% | +4.1% | -4.7% | -3.5% |
| 6M | +28.8% | +13.6% | +15.2% | +17.4% |
| YTD | +2.4% | +27.5% | -25.2% | -14.5% |
| 1Y | -9.6% | +32.2% | -41.8% | -26.5% |
| 3Y | +9.7% | +126.0% | -116.3% | -42.5% |
| All | -73.9% | +74.6% | -148.5% | -85.8% |
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