+63.2%
PYPL vs SPGI
+446.6%
-383.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.0% | +1.5% | +1.2% |
| 7D | +3.9% | +0.3% | +3.6% | +3.7% |
| 30D | +7.8% | +18.4% | -10.6% | -4.8% |
| 3M | -0.7% | +15.7% | -16.4% | -11.2% |
| 6M | +28.8% | +17.3% | +11.5% | +12.8% |
| YTD | +2.4% | -4.7% | +7.1% | +5.0% |
| 1Y | -9.6% | +1.8% | -11.4% | -11.9% |
| 3Y | +9.7% | +31.7% | -22.0% | -12.9% |
| 5Y | -73.5% | +12.1% | -85.5% | -76.4% |
| 10Y | +46.5% | +341.9% | -295.5% | -48.6% |
| All | +63.2% | +446.6% | -383.4% | -48.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling