+38.8%
PYPL vs EIX
+19.9%
+18.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.2% | +1.3% | -1.1% |
| 7D | -4.3% | +4.1% | -8.4% | -5.4% |
| 30D | -11.5% | -15.3% | +3.9% | -8.4% |
| 3M | +26.1% | -18.4% | +44.6% | +31.7% |
| 6M | +13.7% | -16.8% | +30.5% | +17.6% |
| YTD | -9.8% | -0.6% | -9.3% | -11.7% |
| 1Y | -22.1% | +10.7% | -32.7% | -26.3% |
| 3Y | -13.5% | -4.5% | -9.0% | -15.8% |
| 5Y | -81.6% | +24.0% | -105.7% | -83.5% |
| 10Y | +38.8% | +22.9% | +15.9% | +17.4% |
| All | +38.8% | +19.9% | +18.8% | +17.4% |
Cumulative growth
Daily Returns
Daily percentage return beside EIX.
Daily Out/Under-Performance
Portfolio return minus EIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EIX 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 10y: compounded portfolio wealth divided by compounded EIX 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…
10y analysis · Full analysis span regression · 6 months rolling