-80.5%
PYPL vs SPOT
+113.6%
-194.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPOT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.1% | -1.8% |
| 7D | +2.7% | -0.9% | +3.6% | +3.1% |
| 30D | -4.9% | +12.5% | -17.4% | -9.7% |
| 3M | +28.9% | +9.9% | +19.0% | +23.2% |
| 6M | +18.2% | +1.6% | +16.7% | +15.3% |
| YTD | -5.0% | -6.6% | +1.6% | -4.8% |
| 1Y | -18.8% | -22.9% | +4.1% | -12.2% |
| 3Y | -12.6% | +244.3% | -256.8% | -58.3% |
| All | -80.5% | +113.6% | -194.1% | -89.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling