-11.8%
PYPL vs ESI
+82.9%
-94.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.6% | -3.8% | -3.4% |
| 7D | +1.7% | +5.4% | -3.6% | +0.1% |
| 30D | -9.7% | -4.2% | -5.6% | -8.6% |
| 3M | +29.2% | -9.6% | +38.8% | +30.4% |
| 6M | +13.9% | +18.3% | -4.4% | +1.0% |
| YTD | -8.1% | +45.8% | -53.9% | -26.2% |
| 1Y | -21.4% | +39.2% | -60.5% | -35.8% |
| 3Y | -11.8% | +86.3% | -98.1% | -44.2% |
| All | -11.8% | +82.9% | -94.7% | -44.2% |
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