+309.3%
SPY vs PYPL
+45.9%
+263.4%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.0% | +1.6% | +0.2% |
| 7D | +3.3% | -1.1% | +4.4% | +3.6% |
| 30D | -2.7% | +3.8% | -6.5% | -3.7% |
| 3M | -1.7% | -1.3% | -0.5% | -1.9% |
| 6M | +3.1% | +29.0% | -26.0% | -5.3% |
| YTD | +11.9% | +0.7% | +11.2% | +9.0% |
| 1Y | +12.0% | -12.3% | +24.3% | +13.6% |
| 3Y | +78.2% | +7.6% | +70.5% | +63.6% |
| 5Y | +73.2% | -71.7% | +144.9% | +130.1% |
| All | +309.3% | +45.9% | +263.4% | +198.8% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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