+36.1%
PYPL vs ELV
+258.8%
-222.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.6% |
| 7D | -4.3% | -2.2% | -2.1% | -3.8% |
| 30D | -11.5% | -0.2% | -11.3% | -11.4% |
| 3M | +26.1% | -6.1% | +32.2% | +27.4% |
| 6M | +13.7% | +42.8% | -29.2% | +2.0% |
| YTD | -9.8% | +14.4% | -24.2% | -14.6% |
| 1Y | -22.1% | +28.6% | -50.7% | -28.7% |
| 3Y | -13.5% | -7.4% | -6.1% | -15.3% |
| 5Y | -81.6% | +14.5% | -96.1% | -83.6% |
| All | +36.1% | +258.8% | -222.8% | -2.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling