+9.7%
PYPL vs ESI
+67.9%
-58.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.9% | -1.4% | 0.0% |
| 7D | +3.9% | -8.5% | +12.4% | +6.1% |
| 30D | +7.8% | -15.7% | +23.5% | +12.2% |
| 3M | -0.7% | -18.2% | +17.6% | +4.0% |
| 6M | +28.8% | -28.8% | +57.6% | +38.1% |
| YTD | +2.4% | +26.3% | -23.9% | -14.6% |
| 1Y | -9.6% | +18.2% | -27.8% | -22.7% |
| 3Y | +9.7% | +68.1% | -58.4% | -28.1% |
| All | +9.7% | +67.9% | -58.3% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling