-81.1%
PYPL vs ECL
+29.5%
-110.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.4% | -2.8% | -3.0% |
| 7D | +1.7% | -0.8% | +2.5% | +2.3% |
| 30D | -9.7% | -2.5% | -7.3% | -8.3% |
| 3M | +29.2% | +8.3% | +20.9% | +22.0% |
| 6M | +13.9% | -1.1% | +15.0% | +13.8% |
| YTD | -8.1% | +6.5% | -14.6% | -13.3% |
| 1Y | -21.4% | +2.1% | -23.5% | -23.7% |
| 3Y | -11.8% | +57.6% | -69.4% | -40.5% |
| 5Y | -81.1% | +28.1% | -109.2% | -86.2% |
| All | -81.1% | +29.5% | -110.7% | -86.2% |
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