-73.9%
PYPL vs ECL
+37.7%
-111.6%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.6% |
| 7D | +3.9% | -0.8% | +4.7% | +4.5% |
| 30D | +7.8% | +8.1% | -0.3% | +2.2% |
| 3M | -0.7% | +6.4% | -7.0% | -5.0% |
| 6M | +28.8% | +14.8% | +14.0% | +16.5% |
| YTD | +2.4% | +15.5% | -13.1% | -8.7% |
| 1Y | -9.6% | +20.1% | -29.7% | -21.8% |
| 3Y | +9.7% | +77.8% | -68.1% | -32.7% |
| All | -73.9% | +37.7% | -111.6% | -82.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling