+51.4%
PYPL vs ECL
+182.2%
-130.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.1% | -3.1% |
| 7D | +2.7% | -2.6% | +5.3% | +4.4% |
| 30D | -4.9% | -2.2% | -2.7% | -3.7% |
| 3M | +28.9% | +10.1% | +18.8% | +21.0% |
| 6M | +18.2% | -5.7% | +24.0% | +21.6% |
| YTD | -5.0% | +7.0% | -12.0% | -10.0% |
| 1Y | -18.8% | +2.7% | -21.5% | -21.2% |
| 3Y | -12.6% | +57.7% | -70.3% | -36.8% |
| 5Y | -80.8% | +31.1% | -111.9% | -84.7% |
| 10Y | +49.9% | +150.9% | -101.0% | -24.0% |
| All | +51.4% | +182.2% | -130.8% | -30.2% |
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