+10.2%
PYPL vs SPGI
+30.0%
-19.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.0% |
| 7D | +0.1% | +1.2% | -1.2% | -0.7% |
| 30D | +5.7% | +15.9% | -10.2% | -4.0% |
| 3M | -1.9% | +12.3% | -14.2% | -9.4% |
| 6M | +31.8% | +23.7% | +8.1% | +12.9% |
| YTD | +2.4% | -3.5% | +6.0% | +7.0% |
| 1Y | -8.2% | +0.4% | -8.7% | -6.9% |
| 3Y | +10.2% | +29.9% | -19.7% | -4.9% |
| All | +10.2% | +30.0% | -19.8% | -4.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling