+51.4%
PYPL vs ELV
+196.6%
-145.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.8% | -1.3% | -2.6% |
| 7D | +2.7% | +3.3% | -0.6% | +1.8% |
| 30D | -4.9% | +4.2% | -9.0% | -5.9% |
| 3M | +28.9% | -0.1% | +28.9% | +28.0% |
| 6M | +18.2% | +41.3% | -23.0% | +6.3% |
| YTD | -5.0% | +17.4% | -22.5% | -10.7% |
| 1Y | -18.8% | +35.1% | -53.9% | -26.8% |
| 3Y | -12.6% | -3.2% | -9.3% | -15.5% |
| 5Y | -80.8% | +15.6% | -96.4% | -82.9% |
| 10Y | +49.9% | +276.8% | -226.9% | -10.0% |
| All | +51.4% | +196.6% | -145.2% | -8.4% |
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