+51.4%
PYPL vs ES
+132.1%
-80.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.6% | -2.4% | -2.8% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -4.9% | -2.0% | -2.9% | -4.2% |
| 3M | +28.9% | +1.7% | +27.2% | +28.0% |
| 6M | +18.2% | -3.5% | +21.8% | +19.4% |
| YTD | -5.0% | +7.9% | -12.9% | -8.1% |
| 1Y | -18.8% | +17.2% | -36.0% | -24.3% |
| 3Y | -12.6% | +29.3% | -41.9% | -23.2% |
| 5Y | -80.8% | -5.7% | -75.0% | -81.1% |
| 10Y | +49.9% | +85.2% | -35.3% | +17.2% |
| All | +51.4% | +132.1% | -80.7% | +4.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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