+46.9%
PYPL vs SPY
+304.1%
-257.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.6% |
| 7D | +1.0% | -0.6% | +1.6% | +1.6% |
| 30D | +5.9% | -3.7% | +9.5% | +10.8% |
| 3M | -0.2% | -2.7% | +2.5% | +3.2% |
| 6M | +30.3% | +2.2% | +28.1% | +25.8% |
| YTD | +1.6% | +10.8% | -9.3% | -12.1% |
| 1Y | -10.3% | +11.2% | -21.5% | -22.7% |
| 3Y | +8.5% | +76.5% | -68.0% | -49.8% |
| 5Y | -71.0% | +72.9% | -143.9% | -85.7% |
| 10Y | +46.9% | +304.8% | -257.9% | -75.7% |
| All | +46.9% | +304.1% | -257.2% | -75.7% |
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