+46.9%
PYPL vs ELF
+357.0%
-310.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -2.0% |
| 7D | +1.0% | +6.3% | -5.3% | -0.1% |
| 30D | +5.9% | +8.5% | -2.6% | +4.3% |
| 3M | -0.2% | +24.4% | -24.7% | -4.3% |
| 6M | +30.3% | +94.7% | -64.4% | +14.6% |
| YTD | +1.6% | +55.9% | -54.3% | -8.0% |
| 1Y | -10.3% | +48.4% | -58.7% | -18.1% |
| 3Y | +8.5% | +24.6% | -16.1% | -7.1% |
| 5Y | -71.0% | +285.0% | -356.0% | -80.9% |
| 10Y | +46.9% | +357.2% | -310.3% | -17.9% |
| All | +46.9% | +357.0% | -310.1% | -17.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling