+10.2%
PYPL vs SPYM
+78.4%
-68.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.1% |
| 7D | +0.1% | +2.6% | -2.5% | -2.8% |
| 30D | +5.7% | -2.0% | +7.7% | +7.9% |
| 3M | -1.9% | -2.8% | +0.9% | +1.2% |
| 6M | +31.8% | +2.2% | +29.7% | +27.9% |
| YTD | +2.4% | +11.5% | -9.1% | -10.8% |
| 1Y | -8.2% | +13.5% | -21.8% | -21.8% |
| 3Y | +10.2% | +78.0% | -67.8% | -50.0% |
| All | +10.2% | +78.4% | -68.2% | -50.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling