+63.2%
PYPL vs ES
+130.8%
-67.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.9% | +3.4% | +1.5% |
| 7D | +3.9% | +1.9% | +2.0% | +3.2% |
| 30D | +7.8% | +7.1% | +0.8% | +5.1% |
| 3M | -0.7% | -1.9% | +1.3% | -0.1% |
| 6M | +28.8% | +4.4% | +24.4% | +26.4% |
| YTD | +2.4% | +7.3% | -4.9% | -0.9% |
| 1Y | -9.6% | +2.1% | -11.7% | -11.3% |
| 3Y | +9.7% | +41.8% | -32.2% | -7.1% |
| 5Y | -73.5% | +1.4% | -74.9% | -74.6% |
| 10Y | +46.5% | +86.8% | -40.3% | +14.2% |
| All | +63.2% | +130.8% | -67.6% | +12.1% |
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