+43.7%
PYPL vs SPYM
+343.1%
-299.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.5% | -1.4% | -1.3% |
| 7D | -4.3% | -0.4% | -4.0% | -3.8% |
| 30D | -11.5% | -1.4% | -10.1% | -9.8% |
| 3M | +26.1% | +3.7% | +22.4% | +20.0% |
| 6M | +13.7% | +13.0% | +0.6% | -3.6% |
| YTD | -9.8% | +12.5% | -22.3% | -22.8% |
| 1Y | -22.1% | +18.6% | -40.7% | -37.6% |
| 3Y | -13.5% | +78.0% | -91.5% | -59.2% |
| 5Y | -81.6% | +82.3% | -163.9% | -91.3% |
| 10Y | +38.8% | +322.9% | -284.1% | -74.8% |
| All | +43.7% | +343.1% | -299.5% | -75.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling