+319.7%
SPY vs PYPL
+36.1%
+283.5%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | +0.1% |
| 7D | -0.4% | -4.3% | +4.0% | +0.8% |
| 30D | -1.4% | -11.5% | +10.1% | +1.6% |
| 3M | +3.7% | +26.1% | -22.4% | -4.0% |
| 6M | +13.0% | +13.7% | -0.7% | +7.3% |
| YTD | +12.4% | -9.8% | +22.2% | +13.0% |
| 1Y | +18.5% | -22.1% | +40.6% | +23.8% |
| 3Y | +77.6% | -13.5% | +91.1% | +73.9% |
| 5Y | +81.7% | -81.6% | +163.3% | +176.2% |
| 10Y | +319.7% | +38.8% | +280.9% | +233.5% |
| All | +319.7% | +36.1% | +283.5% | +233.5% |
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