+63.3%
PYPL vs SPYM
+339.5%
-276.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SPYM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.4% | +2.1% | +2.2% |
| 7D | +0.1% | +2.6% | -2.5% | -3.2% |
| 30D | +5.7% | -2.0% | +7.7% | +8.1% |
| 3M | -1.9% | -2.8% | +0.9% | +1.5% |
| 6M | +31.8% | +2.2% | +29.7% | +27.5% |
| YTD | +2.4% | +11.5% | -9.1% | -11.7% |
| 1Y | -8.2% | +13.5% | -21.8% | -22.7% |
| 3Y | +10.2% | +78.0% | -67.8% | -48.3% |
| 5Y | -71.2% | +73.1% | -144.4% | -85.5% |
| 10Y | +49.6% | +310.9% | -261.3% | -72.0% |
| All | +63.3% | +339.5% | -276.2% | -71.7% |
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