+39.0%
PYPL vs SPYM
+321.7%
-282.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.6% | +2.8% | +3.0% |
| 7D | -5.9% | -2.0% | -4.0% | -3.4% |
| 30D | -9.4% | -1.6% | -7.8% | -7.4% |
| 3M | +31.3% | +4.7% | +26.6% | +23.2% |
| 6M | +19.1% | +12.6% | +6.5% | +1.3% |
| YTD | -7.9% | +11.8% | -19.7% | -20.7% |
| 1Y | -17.9% | +17.5% | -35.4% | -33.7% |
| 3Y | -11.6% | +77.0% | -88.6% | -58.5% |
| 5Y | -81.0% | +82.6% | -163.6% | -91.2% |
| All | +39.0% | +321.7% | -282.7% | -72.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SPYM.
Daily Out/Under-Performance
Portfolio return minus SPYM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SPYM 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 SPYM 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