-27.1%
PYPL vs SPOT
+216.9%
-244.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | 0.0% | +0.5% |
| 7D | -2.3% | -3.1% | +0.8% | -1.1% |
| 30D | -9.0% | +7.4% | -16.4% | -11.8% |
| 3M | +30.6% | +8.2% | +22.4% | +25.8% |
| 6M | +18.6% | +2.2% | +16.4% | +15.5% |
| YTD | -7.2% | -9.5% | +2.3% | -5.9% |
| 1Y | -19.3% | -23.8% | +4.6% | -12.7% |
| 3Y | -12.3% | +233.5% | -245.8% | -53.4% |
| 5Y | -80.9% | +112.2% | -193.1% | -88.7% |
| All | -27.1% | +216.9% | -244.1% | -67.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SPOT.
Daily Out/Under-Performance
Portfolio return minus SPOT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPOT 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 10y: compounded portfolio wealth divided by compounded SPOT 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…
10y analysis · Full analysis span regression · 6 months rolling