+39.0%
PYPL vs EAT
+379.9%
-340.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EAT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.2% |
| 7D | -5.9% | -6.2% | +0.3% | -4.8% |
| 30D | -9.4% | -3.0% | -6.4% | -9.1% |
| 3M | +31.3% | +45.6% | -14.3% | +21.5% |
| 6M | +19.1% | +53.5% | -34.4% | +8.2% |
| YTD | -7.9% | +49.6% | -57.5% | -16.4% |
| 1Y | -17.9% | +38.9% | -56.8% | -24.7% |
| 3Y | -11.6% | +589.7% | -601.3% | -42.5% |
| 5Y | -81.0% | +318.7% | -399.7% | -87.0% |
| All | +39.0% | +379.9% | -340.8% | -19.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EAT.
Daily Out/Under-Performance
Portfolio return minus EAT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EAT 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 EAT 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