+65.4%
PYPL vs ECL
+210.7%
-145.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.6% | +0.1% |
| 7D | +2.2% | -0.5% | +2.7% | +2.5% |
| 30D | +8.1% | +8.8% | -0.7% | +2.5% |
| 3M | +1.9% | +7.8% | -5.9% | -3.0% |
| 6M | +33.1% | +21.3% | +11.8% | +17.4% |
| YTD | +3.8% | +17.8% | -14.0% | -7.5% |
| 1Y | -8.3% | +21.1% | -29.4% | -19.7% |
| 3Y | +11.9% | +80.1% | -68.2% | -25.7% |
| 5Y | -70.4% | +40.5% | -110.9% | -77.4% |
| 10Y | +47.2% | +197.7% | -150.6% | -32.9% |
| All | +65.4% | +210.7% | -145.3% | -28.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling