-81.1%
PYPL vs SPY
+81.8%
-162.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.5% | -2.7% | -2.5% |
| 7D | +1.7% | +0.5% | +1.2% | +1.1% |
| 30D | -9.7% | -0.9% | -8.8% | -8.5% |
| 3M | +29.2% | +3.9% | +25.3% | +22.1% |
| 6M | +13.9% | +14.5% | -0.6% | -6.5% |
| YTD | -8.1% | +12.9% | -21.0% | -22.8% |
| 1Y | -21.4% | +19.4% | -40.7% | -38.9% |
| 3Y | -11.8% | +78.5% | -90.3% | -62.7% |
| 5Y | -81.1% | +81.8% | -162.9% | -92.1% |
| All | -81.1% | +81.8% | -162.9% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling