+51.4%
PYPL vs EIX
+55.4%
-4.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.8% | -3.9% | -3.3% |
| 7D | +2.7% | -19.1% | +21.8% | +7.5% |
| 30D | -4.9% | -16.9% | +12.0% | -1.1% |
| 3M | +28.9% | -20.0% | +48.9% | +35.3% |
| 6M | +18.2% | -21.3% | +39.6% | +24.3% |
| YTD | -5.0% | -1.7% | -3.3% | -6.6% |
| 1Y | -18.8% | +9.6% | -28.4% | -22.9% |
| 3Y | -12.6% | -3.7% | -8.9% | -15.1% |
| 5Y | -80.8% | +22.6% | -103.4% | -82.7% |
| 10Y | +49.9% | +17.7% | +32.2% | +28.7% |
| All | +51.4% | +55.4% | -4.0% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling