-14.8%
PYPL vs SPY
+76.5%
-91.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -9.9% |
| 3M | +26.1% | +3.7% | +22.4% | +20.5% |
| 6M | +13.7% | +13.0% | +0.7% | -2.5% |
| YTD | -9.8% | +12.4% | -22.2% | -21.9% |
| 1Y | -22.1% | +18.5% | -40.6% | -36.6% |
| All | -14.8% | +76.5% | -91.4% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling