+39.0%
PYPL vs ECL
+155.8%
-116.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.4% | +2.3% |
| 7D | -5.9% | -2.6% | -3.3% | -4.4% |
| 30D | -9.4% | -4.6% | -4.8% | -6.9% |
| 3M | +31.3% | +6.0% | +25.3% | +26.4% |
| 6M | +19.1% | -3.0% | +22.1% | +20.3% |
| YTD | -7.9% | +4.0% | -11.9% | -11.2% |
| 1Y | -17.9% | +2.0% | -19.9% | -20.0% |
| 3Y | -11.6% | +53.9% | -65.5% | -35.2% |
| 5Y | -81.0% | +27.1% | -108.2% | -84.6% |
| All | +39.0% | +155.8% | -116.7% | -25.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 ECL 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