+54.4%
PYPL vs SPY
+307.0%
-252.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.0% | +2.2% |
| 7D | +0.1% | +2.6% | -2.5% | -3.3% |
| 30D | +5.7% | -2.0% | +7.6% | +8.1% |
| 3M | -1.9% | -2.8% | +0.9% | +1.5% |
| 6M | +31.8% | +2.1% | +29.7% | +27.4% |
| YTD | +2.4% | +11.5% | -9.1% | -12.0% |
| 1Y | -8.2% | +13.5% | -21.7% | -23.0% |
| 3Y | +10.2% | +77.7% | -67.5% | -49.5% |
| 5Y | -71.2% | +72.6% | -143.8% | -85.9% |
| All | +54.4% | +307.0% | -252.6% | -74.4% |
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