-12.3%
PYPL vs EL
+22.5%
-34.8%
-41.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.6% | -0.4% | -1.7% |
| 7D | -1.1% | +2.7% | -3.8% | -1.6% |
| 30D | +3.8% | +10.8% | -7.0% | +1.8% |
| 3M | -1.3% | +26.5% | -27.7% | -5.5% |
| 6M | +29.0% | +31.1% | -2.1% | +22.2% |
| YTD | +0.7% | +6.6% | -5.9% | -2.5% |
| 1Y | -12.3% | +21.8% | -34.1% | -19.1% |
| All | -12.3% | +22.5% | -34.8% | -19.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling