+39.0%
PYPL vs SPYG
+420.3%
-381.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.8% | +3.0% | +3.2% |
| 7D | -5.9% | -1.8% | -4.1% | -3.9% |
| 30D | -9.4% | -1.9% | -7.5% | -7.3% |
| 3M | +31.3% | +5.2% | +26.2% | +22.5% |
| 6M | +19.1% | +15.6% | +3.5% | -1.5% |
| YTD | -7.9% | +12.4% | -20.3% | -21.0% |
| 1Y | -17.9% | +17.5% | -35.3% | -33.4% |
| 3Y | -11.6% | +98.1% | -109.7% | -64.1% |
| 5Y | -81.0% | +84.9% | -166.0% | -91.4% |
| All | +39.0% | +420.3% | -381.3% | -81.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYG.
Daily Out/Under-Performance
Portfolio return minus SPYG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYG 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 SPYG 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