+51.9%
PYPL vs ESI
+321.1%
-269.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.1% | +0.2% | -1.2% |
| 7D | -1.1% | +8.3% | -9.4% | -4.2% |
| 30D | +3.8% | -10.4% | +14.2% | +7.6% |
| 3M | -1.3% | -13.2% | +11.9% | +3.1% |
| 6M | +29.0% | -23.9% | +52.9% | +38.8% |
| YTD | +0.7% | +34.2% | -33.4% | -17.1% |
| 1Y | -12.3% | +22.2% | -34.5% | -24.9% |
| 3Y | +7.6% | +79.2% | -71.6% | -24.6% |
| 5Y | -71.7% | +38.1% | -109.8% | -78.2% |
| All | +51.9% | +321.1% | -269.2% | -26.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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