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  • PYPL vs EAT✓SelectedUSD · EATPYPL vs EAT performance historyLatest closeAs of-3.03%09/04
Stock and ETF performance explorer

PYPL vs EAT

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+51.4%
EAT return
+373.6%
Excess return
-322.2%
Maximum drawdown
-87.3%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioEATExcessAlpha
1D-3.0%+0.6%-3.6%-3.1%
7D+2.7%0.0%+2.7%+2.6%
30D-4.9%+1.9%-6.8%-5.5%
3M+28.9%+68.7%-39.8%+15.7%
6M+18.2%+66.9%-48.7%+5.5%
YTD-5.0%+60.4%-65.4%-15.1%
1Y-18.8%+44.0%-62.8%-26.2%
3Y-12.6%+604.7%-617.3%-43.9%
5Y-80.8%+347.0%-427.8%-87.1%
10Y+49.9%+390.8%-340.8%-11.2%
All+51.4%+373.6%-322.2%-9.4%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling