+65.4%
PYPL vs SPY
+339.8%
-274.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.4% | -1.0% | -1.7% |
| 7D | +2.2% | +0.1% | +2.1% | +1.9% |
| 30D | +8.1% | -3.3% | +11.5% | +12.6% |
| 3M | +1.9% | -2.4% | +4.3% | +4.9% |
| 6M | +33.1% | +2.6% | +30.6% | +28.0% |
| YTD | +3.8% | +11.2% | -7.5% | -10.4% |
| 1Y | -8.3% | +13.4% | -21.7% | -22.8% |
| 3Y | +11.9% | +79.9% | -68.0% | -49.0% |
| 5Y | -70.4% | +72.2% | -142.6% | -85.2% |
| 10Y | +47.2% | +307.3% | -260.2% | -73.9% |
| All | +65.4% | +339.8% | -274.4% | -72.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling