+38.8%
PYPL vs EL
+28.8%
+9.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.9% | +1.0% | -0.7% |
| 7D | -4.3% | -2.4% | -2.0% | -3.4% |
| 30D | -11.5% | +13.7% | -25.1% | -16.8% |
| 3M | +26.1% | +14.5% | +11.6% | +17.8% |
| 6M | +13.7% | +7.4% | +6.3% | +7.3% |
| YTD | -9.8% | -4.7% | -5.2% | -11.7% |
| 1Y | -22.1% | +12.9% | -35.0% | -30.1% |
| 3Y | -13.5% | -32.2% | +18.7% | -8.1% |
| 5Y | -81.6% | -68.4% | -13.2% | -70.5% |
| 10Y | +38.8% | +28.3% | +10.5% | +16.3% |
| All | +38.8% | +28.8% | +9.9% | +16.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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