+78.5%
SPY vs PYPL
-12.7%
+91.1%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.1% |
| 7D | +0.5% | +1.7% | -1.2% | +0.2% |
| 30D | -0.9% | -9.7% | +8.8% | +0.7% |
| 3M | +3.9% | +29.2% | -25.3% | -2.3% |
| 6M | +14.5% | +13.9% | +0.6% | +10.3% |
| YTD | +12.9% | -8.1% | +21.0% | +13.6% |
| 1Y | +19.4% | -21.4% | +40.7% | +24.3% |
| 3Y | +78.5% | -11.8% | +90.3% | +76.2% |
| All | +78.5% | -12.7% | +91.1% | +76.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling