+63.3%
PYPL vs SYY
+189.6%
-126.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SYY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.3% |
| 7D | +0.1% | +0.3% | -0.2% | 0.0% |
| 30D | +5.7% | -4.8% | +10.4% | +7.1% |
| 3M | -1.9% | -7.1% | +5.1% | +0.1% |
| 6M | +31.8% | +6.8% | +25.0% | +28.3% |
| YTD | +2.4% | +7.7% | -5.2% | -2.2% |
| 1Y | -8.2% | +5.7% | -13.9% | -11.9% |
| 3Y | +10.2% | +24.6% | -14.3% | -0.3% |
| 5Y | -71.2% | +15.6% | -86.9% | -73.2% |
| 10Y | +49.6% | +87.9% | -38.4% | +10.4% |
| All | +63.3% | +189.6% | -126.3% | -3.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling