-81.6%
PYPL vs ESI
+74.4%
-156.1%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.2% | -0.7% | -1.4% |
| 7D | -4.3% | +3.9% | -8.3% | -5.9% |
| 30D | -11.5% | -3.8% | -7.7% | -10.1% |
| 3M | +26.1% | -13.1% | +39.3% | +30.6% |
| 6M | +13.7% | +11.3% | +2.3% | +1.5% |
| YTD | -9.8% | +44.1% | -53.9% | -30.8% |
| 1Y | -22.1% | +40.3% | -62.4% | -39.7% |
| 3Y | -13.5% | +84.1% | -97.5% | -46.4% |
| 5Y | -81.6% | +75.8% | -157.4% | -88.7% |
| All | -81.6% | +74.4% | -156.1% | -88.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling