-81.0%
PYPL vs EL
-67.1%
-13.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +3.0% | -6.0% | -4.2% |
| 7D | +2.7% | +0.8% | +1.9% | +2.3% |
| 30D | -4.9% | +19.8% | -24.7% | -11.8% |
| 3M | +28.9% | +25.7% | +3.2% | +17.2% |
| 6M | +18.2% | +5.4% | +12.8% | +13.5% |
| YTD | -5.0% | +0.2% | -5.2% | -8.3% |
| 1Y | -18.8% | +20.4% | -39.3% | -28.0% |
| 3Y | -12.6% | -32.1% | +19.6% | -5.0% |
| All | -81.0% | -67.1% | -13.9% | -68.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling