+304.8%
SPY vs PYPL
+41.9%
+263.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.1% | +1.7% | +0.2% |
| 7D | -0.6% | +1.0% | -1.6% | -0.8% |
| 30D | -3.7% | +5.9% | -9.5% | -5.2% |
| 3M | -2.7% | -0.2% | -2.5% | -3.2% |
| 6M | +2.2% | +30.3% | -28.1% | -6.4% |
| YTD | +10.8% | +1.6% | +9.3% | +7.7% |
| 1Y | +11.2% | -10.3% | +21.5% | +12.1% |
| 3Y | +76.5% | +8.5% | +68.0% | +61.7% |
| 5Y | +72.9% | -71.0% | +143.9% | +127.6% |
| 10Y | +304.8% | +46.9% | +257.9% | +201.1% |
| All | +304.8% | +41.9% | +263.0% | +201.1% |
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