-71.4%
PYPL vs EOSE
-57.1%
-14.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EOSE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +10.8% | -14.1% | -4.1% |
| 7D | +1.7% | +41.4% | -39.7% | -1.5% |
| 30D | -9.7% | +3.6% | -13.4% | -10.4% |
| 3M | +29.2% | -35.7% | +64.9% | +32.5% |
| 6M | +13.9% | -29.9% | +43.7% | +14.3% |
| YTD | -8.1% | -62.5% | +54.4% | -4.2% |
| 1Y | -21.4% | -37.4% | +16.0% | -22.9% |
| 3Y | -11.8% | +55.8% | -67.6% | -28.0% |
| 5Y | -81.1% | -67.8% | -13.3% | -84.7% |
| All | -71.4% | -57.1% | -14.2% | -76.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling