-80.6%
PYPL vs SPYG
+85.2%
-165.9%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +0.8% | -0.1% | -0.1% |
| 7D | -2.3% | -0.9% | -1.4% | -1.3% |
| 30D | -9.0% | -1.5% | -7.5% | -7.5% |
| 3M | +30.6% | +3.7% | +26.8% | +24.6% |
| 6M | +18.6% | +16.4% | +2.1% | -0.9% |
| YTD | -7.2% | +13.3% | -20.5% | -19.9% |
| 1Y | -19.3% | +17.9% | -37.1% | -33.4% |
| 3Y | -12.3% | +98.3% | -110.6% | -62.6% |
| All | -80.6% | +85.2% | -165.9% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling