+60.6%
PYPL vs ELV
+214.3%
-153.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.1% | -2.1% | -2.0% |
| 7D | -1.1% | -0.5% | -0.6% | -1.0% |
| 30D | +3.8% | +1.1% | +2.7% | +3.4% |
| 3M | -1.3% | +8.2% | -9.5% | -3.3% |
| 6M | +29.0% | +10.2% | +18.8% | +24.6% |
| YTD | +0.7% | +24.4% | -23.7% | -6.8% |
| 1Y | -12.3% | +33.8% | -46.1% | -20.6% |
| 3Y | +7.6% | -1.4% | +9.0% | +3.7% |
| 5Y | -71.7% | +5.8% | -77.5% | -73.8% |
| 10Y | +47.1% | +269.1% | -222.0% | -11.1% |
| All | +60.6% | +214.3% | -153.7% | -4.4% |
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