+51.4%
PYPL vs ED
+172.0%
-120.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | -4.9% | -0.1% | -4.8% | -4.9% |
| 3M | +28.9% | +3.9% | +24.9% | +27.8% |
| 6M | +18.2% | -3.0% | +21.3% | +18.8% |
| YTD | -5.0% | +10.7% | -15.7% | -7.4% |
| 1Y | -18.8% | +13.3% | -32.2% | -21.4% |
| 3Y | -12.6% | +34.5% | -47.1% | -20.1% |
| 5Y | -80.8% | +67.1% | -147.9% | -83.5% |
| 10Y | +49.9% | +103.0% | -53.1% | +24.3% |
| All | +51.4% | +172.0% | -120.7% | +9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling