+39.0%
PYPL vs SYY
+114.2%
-75.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +0.9% | +1.3% | +1.9% |
| 7D | -5.9% | +1.5% | -7.5% | -6.4% |
| 30D | -9.4% | -2.3% | -7.1% | -8.8% |
| 3M | +31.3% | +5.5% | +25.8% | +28.9% |
| 6M | +19.1% | -1.0% | +20.1% | +18.4% |
| YTD | -7.9% | +14.1% | -22.0% | -13.3% |
| 1Y | -17.9% | +5.6% | -23.4% | -20.8% |
| 3Y | -11.6% | +27.9% | -39.5% | -20.2% |
| 5Y | -81.0% | +22.7% | -103.8% | -82.6% |
| All | +39.0% | +114.2% | -75.1% | +6.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SYY.
Daily Out/Under-Performance
Portfolio return minus SYY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SYY 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 SYY 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