+48.5%
PYPL vs ELF
+393.6%
-345.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | +4.3% | -5.4% | -1.9% |
| 30D | +6.1% | +7.7% | -1.6% | +4.7% |
| 3M | +1.1% | +24.7% | -23.6% | -3.1% |
| 6M | +32.7% | +114.6% | -81.9% | +14.9% |
| YTD | +2.8% | +55.8% | -53.0% | -6.8% |
| 1Y | -10.8% | +51.9% | -62.7% | -18.9% |
| 3Y | +9.8% | +24.6% | -14.8% | -5.9% |
| 5Y | -70.2% | +279.2% | -349.4% | -80.3% |
| 10Y | +50.1% | +338.7% | -288.7% | -15.4% |
| All | +48.5% | +393.6% | -345.0% | -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