+51.4%
PYPL vs SPGI
+418.2%
-366.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPGI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.5% | -1.9% |
| 7D | +2.7% | +0.1% | +2.5% | +2.5% |
| 30D | -4.9% | +8.4% | -13.3% | -10.7% |
| 3M | +28.9% | +11.8% | +17.0% | +17.4% |
| 6M | +18.2% | +5.7% | +12.5% | +12.1% |
| YTD | -5.0% | -9.7% | +4.6% | +1.5% |
| 1Y | -18.8% | -12.5% | -6.4% | -11.7% |
| 3Y | -12.6% | +21.8% | -34.4% | -26.3% |
| 5Y | -80.8% | +8.2% | -89.0% | -82.5% |
| 10Y | +49.9% | +309.5% | -259.6% | -44.5% |
| All | +51.4% | +418.2% | -366.8% | -50.6% |
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