+39.0%
PYPL vs ELV
+278.2%
-239.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +5.4% | -3.2% | +0.8% |
| 7D | -5.9% | +0.9% | -6.8% | -6.1% |
| 30D | -9.4% | +7.2% | -16.6% | -11.0% |
| 3M | +31.3% | +3.4% | +27.9% | +29.3% |
| 6M | +19.1% | +48.6% | -29.5% | +5.8% |
| YTD | -7.9% | +20.6% | -28.4% | -13.9% |
| 1Y | -17.9% | +38.5% | -56.4% | -26.3% |
| 3Y | -11.6% | -2.4% | -9.2% | -14.6% |
| 5Y | -81.0% | +25.3% | -106.4% | -83.6% |
| All | +39.0% | +278.2% | -239.2% | -1.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ELV 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling