-19.0%
PYPL vs ELF
-17.5%
-1.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +2.1% | -5.4% | -3.6% |
| 7D | +2.4% | +5.4% | -2.9% | +1.6% |
| 30D | -5.1% | +27.0% | -32.1% | -8.7% |
| 3M | +28.6% | +113.2% | -84.6% | +14.2% |
| 6M | +17.9% | +36.6% | -18.6% | +11.4% |
| YTD | -5.3% | +44.2% | -49.5% | -11.7% |
| 1Y | -19.0% | -18.0% | -1.0% | -15.4% |
| All | -19.0% | -17.5% | -1.5% | -15.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ELF.
Daily Out/Under-Performance
Portfolio return minus ELF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELF 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 ELF 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