-71.1%
PYPL vs EOSE
-60.6%
-10.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -1.0% | +1.8% | +0.9% |
| 7D | -2.3% | +1.8% | -4.1% | -2.5% |
| 30D | -9.0% | -6.8% | -2.2% | -8.9% |
| 3M | +30.6% | -36.3% | +66.9% | +34.0% |
| 6M | +18.6% | -38.8% | +57.3% | +20.4% |
| YTD | -7.2% | -65.5% | +58.4% | -2.5% |
| 1Y | -19.3% | -45.3% | +26.0% | -19.9% |
| 3Y | -12.3% | +44.2% | -56.5% | -27.9% |
| 5Y | -80.9% | -69.5% | -11.4% | -84.4% |
| All | -71.1% | -60.6% | -10.5% | -76.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EOSE.
Daily Out/Under-Performance
Portfolio return minus EOSE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EOSE 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 EOSE 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