+81.8%
SPY vs PYPL
-81.9%
+163.6%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.2% | +2.7% | +0.2% |
| 7D | +0.5% | +1.7% | -1.2% | +0.1% |
| 30D | -0.9% | -9.7% | +8.8% | +1.0% |
| 3M | +3.9% | +29.2% | -25.3% | -3.0% |
| 6M | +14.5% | +13.9% | +0.6% | +9.9% |
| YTD | +12.9% | -8.1% | +21.0% | +13.2% |
| 1Y | +19.4% | -21.4% | +40.7% | +23.8% |
| 3Y | +78.5% | -11.8% | +90.3% | +75.3% |
| 5Y | +81.8% | -81.1% | +162.9% | +127.6% |
| All | +81.8% | -81.9% | +163.6% | +127.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling