-18.8%
PYPL vs ESTC
+7.3%
-26.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -2.7% |
| 7D | +2.7% | -8.1% | +10.8% | +3.3% |
| 30D | -4.9% | +31.7% | -36.6% | -8.9% |
| 3M | +28.9% | +41.1% | -12.2% | +21.6% |
| 6M | +18.2% | +77.1% | -58.8% | +7.0% |
| YTD | -5.0% | +21.7% | -26.7% | -12.2% |
| 1Y | -18.8% | +8.4% | -27.2% | -24.1% |
| All | -18.8% | +7.3% | -26.1% | -24.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESTC.
Daily Out/Under-Performance
Portfolio return minus ESTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESTC 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 1y: compounded portfolio wealth divided by compounded ESTC 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…
1y analysis · Full analysis span regression · 6 months rolling