-14.8%
PYPL vs SPYG
+98.4%
-113.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.6% |
| 7D | -4.3% | +0.3% | -4.7% | -4.5% |
| 30D | -11.5% | -1.7% | -9.8% | -10.2% |
| 3M | +26.1% | +3.6% | +22.5% | +22.0% |
| 6M | +13.7% | +16.6% | -2.9% | -0.9% |
| YTD | -9.8% | +13.4% | -23.2% | -19.2% |
| 1Y | -22.1% | +19.6% | -41.6% | -33.3% |
| All | -14.8% | +98.4% | -113.3% | -58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling