+38.8%
PYPL vs ESI
+308.3%
-269.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -4.3% | +3.9% | -8.3% | -5.8% |
| 30D | -11.5% | -3.8% | -7.7% | -10.2% |
| 3M | +26.1% | -13.1% | +39.3% | +30.4% |
| 6M | +13.7% | +11.3% | +2.3% | +4.4% |
| YTD | -9.8% | +44.1% | -53.9% | -26.4% |
| 1Y | -22.1% | +40.3% | -62.4% | -35.9% |
| 3Y | -13.5% | +84.1% | -97.5% | -38.3% |
| 5Y | -81.6% | +75.8% | -157.4% | -86.8% |
| 10Y | +38.8% | +320.7% | -281.9% | -28.7% |
| All | +38.8% | +308.3% | -269.5% | -28.7% |
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