+50.1%
PYPL vs SPGI
+337.7%
-287.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +0.9% |
| 7D | -1.2% | -1.4% | +0.2% | -0.2% |
| 30D | +6.1% | +15.3% | -9.1% | -4.7% |
| 3M | +1.1% | +16.5% | -15.5% | -10.4% |
| 6M | +32.7% | +19.8% | +12.9% | +13.9% |
| YTD | +2.8% | -3.2% | +6.0% | +4.3% |
| 1Y | -10.8% | +1.8% | -12.6% | -13.1% |
| 3Y | +9.8% | +30.6% | -20.8% | -13.0% |
| 5Y | -70.2% | +16.0% | -86.3% | -74.4% |
| 10Y | +50.1% | +338.6% | -288.5% | -47.2% |
| All | +50.1% | +337.7% | -287.6% | -47.2% |
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