-81.1%
PYPL vs ED
+71.7%
-152.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.9% | -4.2% | -3.3% |
| 7D | +1.7% | +0.5% | +1.2% | +1.7% |
| 30D | -9.7% | +1.1% | -10.8% | -9.8% |
| 3M | +29.2% | +4.6% | +24.6% | +28.8% |
| 6M | +13.9% | -2.0% | +15.8% | +14.0% |
| YTD | -8.1% | +11.7% | -19.8% | -9.4% |
| 1Y | -21.4% | +15.7% | -37.1% | -23.0% |
| 3Y | -11.8% | +34.4% | -46.2% | -18.2% |
| 5Y | -81.1% | +67.3% | -148.5% | -81.2% |
| All | -81.1% | +71.7% | -152.8% | -81.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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