+38.8%
PYPL vs SPY
+312.5%
-273.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -4.3% | -0.4% | -4.0% | -3.8% |
| 30D | -11.5% | -1.4% | -10.1% | -9.7% |
| 3M | +26.1% | +3.7% | +22.4% | +19.9% |
| 6M | +13.7% | +13.0% | +0.7% | -3.9% |
| YTD | -9.8% | +12.4% | -22.2% | -23.0% |
| 1Y | -22.1% | +18.5% | -40.6% | -37.9% |
| 3Y | -13.5% | +77.6% | -91.1% | -60.0% |
| 5Y | -81.6% | +81.7% | -163.3% | -91.5% |
| 10Y | +38.8% | +319.7% | -280.9% | -74.8% |
| All | +38.8% | +312.5% | -273.7% | -74.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPY.
Daily Out/Under-Performance
Portfolio return minus SPY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPY 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 SPY 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