+10.4%
PYPL vs ELF
+19.0%
-8.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.3% | -0.4% |
| 7D | +3.9% | +4.0% | -0.1% | +3.3% |
| 30D | +7.8% | +10.6% | -2.8% | +6.1% |
| 3M | -0.7% | +25.8% | -26.5% | -4.3% |
| 6M | +28.8% | +89.1% | -60.3% | +15.9% |
| YTD | +2.4% | +52.7% | -50.4% | -5.6% |
| 1Y | -9.6% | +51.7% | -61.3% | -16.7% |
| All | +10.4% | +19.0% | -8.6% | -18.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling