-81.1%
PYPL vs ELF
+239.6%
-320.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -4.9% | +1.6% | -2.3% |
| 7D | +1.7% | -1.2% | +2.9% | +2.0% |
| 30D | -9.7% | +5.9% | -15.7% | -10.9% |
| 3M | +29.2% | +99.5% | -70.3% | +11.6% |
| 6M | +13.9% | +26.5% | -12.7% | +7.1% |
| YTD | -8.1% | +37.2% | -45.3% | -15.6% |
| 1Y | -21.4% | -24.4% | +3.0% | -19.8% |
| 3Y | -11.8% | -23.3% | +11.5% | -21.4% |
| 5Y | -81.1% | +245.2% | -326.3% | -93.0% |
| All | -81.1% | +239.6% | -320.7% | -93.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling