+47.9%
PYPL vs ELF
+383.9%
-336.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +5.7% | -5.3% | -0.5% |
| 7D | +3.9% | +4.0% | -0.1% | +3.2% |
| 30D | +7.8% | +10.6% | -2.8% | +5.8% |
| 3M | -0.7% | +25.8% | -26.5% | -4.9% |
| 6M | +28.8% | +89.1% | -60.3% | +13.9% |
| YTD | +2.4% | +52.7% | -50.4% | -6.9% |
| 1Y | -9.6% | +51.7% | -61.3% | -17.9% |
| 3Y | +9.7% | +14.2% | -4.6% | -4.6% |
| 5Y | -73.5% | +270.7% | -344.2% | -82.4% |
| 10Y | +46.5% | +341.9% | -295.5% | -17.3% |
| All | +47.9% | +383.9% | -336.0% | -16.3% |
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