+37.3%
PYPL vs ELF
+357.0%
-319.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +2.1% | -5.1% | -3.4% |
| 7D | +2.7% | +5.4% | -2.7% | +1.7% |
| 30D | -4.9% | +27.0% | -31.9% | -9.0% |
| 3M | +28.9% | +113.2% | -84.3% | +12.1% |
| 6M | +18.2% | +36.6% | -18.3% | +10.6% |
| YTD | -5.0% | +44.2% | -49.3% | -12.6% |
| 1Y | -18.8% | -18.0% | -0.8% | -18.8% |
| 3Y | -12.6% | -19.9% | +7.4% | -18.9% |
| 5Y | -80.8% | +257.7% | -338.5% | -87.1% |
| All | +37.3% | +357.0% | -319.7% | -21.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling