+51.4%
PYPL vs SPYG
+459.6%
-408.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | +2.7% | +0.4% | +2.3% | +2.3% |
| 30D | -4.9% | -0.4% | -4.4% | -4.4% |
| 3M | +28.9% | +0.5% | +28.3% | +26.8% |
| 6M | +18.2% | +17.5% | +0.8% | -4.1% |
| YTD | -5.0% | +14.3% | -19.4% | -20.2% |
| 1Y | -18.8% | +21.7% | -40.5% | -37.0% |
| 3Y | -12.6% | +98.6% | -111.2% | -64.4% |
| 5Y | -80.8% | +85.1% | -165.9% | -91.3% |
| 10Y | +49.9% | +412.0% | -362.1% | -80.3% |
| All | +51.4% | +459.6% | -408.2% | -81.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling