+63.3%
PYPL vs SPYG
+428.6%
-365.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.9% | +2.6% | +2.7% |
| 7D | +0.1% | +2.3% | -2.3% | -2.7% |
| 30D | +5.7% | -6.5% | +12.1% | +13.4% |
| 3M | -1.9% | -6.8% | +4.9% | +5.6% |
| 6M | +31.8% | -3.1% | +35.0% | +34.2% |
| YTD | +2.4% | +8.0% | -5.6% | -8.9% |
| 1Y | -8.2% | +10.2% | -18.5% | -20.5% |
| 3Y | +10.2% | +91.0% | -80.8% | -53.7% |
| 5Y | -71.2% | +67.7% | -139.0% | -85.4% |
| 10Y | +49.6% | +393.9% | -344.3% | -79.7% |
| All | +63.3% | +428.6% | -365.3% | -79.1% |
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