-81.4%
PYPL vs ELV
+13.8%
-95.2%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.3% | -0.6% | -1.7% |
| 7D | -4.3% | -2.2% | -2.1% | -4.0% |
| 30D | -11.5% | -0.2% | -11.3% | -11.4% |
| 3M | +26.1% | -6.1% | +32.2% | +26.7% |
| 6M | +13.7% | +42.8% | -29.2% | +6.5% |
| YTD | -9.8% | +14.4% | -24.2% | -12.7% |
| 1Y | -22.1% | +28.6% | -50.7% | -26.0% |
| 3Y | -13.5% | -7.4% | -6.1% | -14.3% |
| All | -81.4% | +13.8% | -95.2% | -82.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling