-10.8%
PYPL vs ECL
+19.8%
-30.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.6% | +0.6% | +1.0% |
| 7D | -1.2% | -2.3% | +1.1% | -0.3% |
| 30D | +6.1% | +8.3% | -2.2% | +3.1% |
| 3M | +1.1% | +8.4% | -7.4% | -2.0% |
| 6M | +32.7% | +23.3% | +9.5% | +24.0% |
| YTD | +2.8% | +18.2% | -15.4% | -5.9% |
| 1Y | -10.8% | +18.8% | -29.5% | -18.6% |
| All | -10.8% | +19.8% | -30.6% | -18.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling