+337.8%
SPY vs PYPL
+59.8%
+278.0%
-33.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +1.4% | +1.0% | +2.0% |
| 7D | +0.1% | +2.2% | -2.1% | -0.5% |
| 30D | -3.3% | +8.1% | -11.5% | -5.4% |
| 3M | -2.4% | +1.9% | -4.3% | -3.4% |
| 6M | +2.6% | +33.1% | -30.6% | -6.6% |
| YTD | +11.2% | +3.8% | +7.5% | +7.4% |
| 1Y | +13.4% | -8.3% | +21.7% | +13.5% |
| 3Y | +79.9% | +11.9% | +68.0% | +63.6% |
| 5Y | +72.2% | -70.4% | +142.6% | +124.2% |
| 10Y | +307.3% | +47.2% | +260.2% | +193.0% |
| All | +337.8% | +59.8% | +278.0% | +197.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling