+36.9%
PYPL vs SPGI
+296.1%
-259.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.2% | 0.0% | -0.8% |
| 7D | +1.7% | -2.5% | +4.2% | +3.6% |
| 30D | -9.7% | +5.4% | -15.2% | -13.6% |
| 3M | +29.2% | +9.0% | +20.2% | +19.6% |
| 6M | +13.9% | +0.8% | +13.1% | +11.7% |
| YTD | -8.1% | -12.6% | +4.5% | +0.8% |
| 1Y | -21.4% | -16.1% | -5.3% | -11.4% |
| 3Y | -11.8% | +19.0% | -30.8% | -24.9% |
| 5Y | -81.1% | +5.1% | -86.2% | -82.5% |
| 10Y | +36.9% | +295.5% | -258.5% | -50.2% |
| All | +36.9% | +296.1% | -259.2% | -50.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SPGI.
Daily Out/Under-Performance
Portfolio return minus SPGI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPGI 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 SPGI 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