-19.3%
PYPL vs SPGI
-19.0%
-0.2%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.1% | +0.7% | +0.7% |
| 7D | -2.3% | -7.4% | +5.1% | +2.1% |
| 30D | -9.0% | +0.4% | -9.4% | -9.6% |
| 3M | +30.6% | +5.3% | +25.3% | +25.4% |
| 6M | +18.6% | +1.7% | +16.9% | +16.1% |
| YTD | -7.2% | -16.4% | +9.2% | +8.9% |
| 1Y | -19.3% | -20.5% | +1.2% | -2.8% |
| All | -19.3% | -19.0% | -0.2% | -2.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling