+63.3%
PYPL vs ELV
+214.1%
-150.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | +0.1% | +1.0% | -0.9% | -0.2% |
| 30D | +5.7% | +0.4% | +5.3% | +5.5% |
| 3M | -1.9% | +8.4% | -10.3% | -4.0% |
| 6M | +31.8% | +8.4% | +23.4% | +27.8% |
| YTD | +2.4% | +24.4% | -21.9% | -5.2% |
| 1Y | -8.2% | +33.5% | -41.7% | -16.9% |
| 3Y | +10.2% | -2.1% | +12.3% | +6.4% |
| 5Y | -71.2% | +5.8% | -77.0% | -73.4% |
| 10Y | +49.6% | +268.9% | -219.3% | -9.6% |
| All | +63.3% | +214.1% | -150.8% | -2.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling