-70.4%
PYPL vs SPY
+71.5%
-141.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -1.9% |
| 7D | +2.2% | +0.1% | +2.1% | +1.8% |
| 30D | +8.1% | -3.3% | +11.5% | +12.9% |
| 3M | +1.9% | -2.4% | +4.3% | +5.1% |
| 6M | +33.1% | +2.6% | +30.6% | +27.6% |
| YTD | +3.8% | +11.2% | -7.5% | -11.4% |
| 1Y | -8.3% | +13.4% | -21.7% | -23.8% |
| 3Y | +11.9% | +79.9% | -68.0% | -53.6% |
| 5Y | -70.4% | +72.2% | -142.6% | -86.7% |
| All | -70.4% | +71.5% | -141.9% | -86.7% |
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 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