-81.0%
PYPL vs SPGI
+8.3%
-89.3%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -1.8% |
| 7D | +2.7% | +0.1% | +2.5% | +2.5% |
| 30D | -4.9% | +8.4% | -13.3% | -11.0% |
| 3M | +28.9% | +11.8% | +17.0% | +16.5% |
| 6M | +18.2% | +5.7% | +12.5% | +11.7% |
| YTD | -5.0% | -9.7% | +4.6% | +2.8% |
| 1Y | -18.8% | -12.5% | -6.4% | -10.4% |
| 3Y | -12.6% | +21.8% | -34.4% | -28.7% |
| All | -81.0% | +8.3% | -89.3% | -84.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling