-27.7%
PYPL vs ESTC
+24.7%
-52.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.2% |
| 7D | -1.2% | -2.6% | +1.4% | -0.4% |
| 30D | +6.1% | -8.6% | +14.7% | +8.5% |
| 3M | +1.1% | +14.4% | -13.3% | -6.4% |
| 6M | +32.7% | +73.3% | -40.6% | +5.4% |
| YTD | +2.8% | +15.7% | -13.0% | -7.5% |
| 1Y | -10.8% | -7.6% | -3.2% | -14.0% |
| 3Y | +9.8% | +14.6% | -4.8% | -14.4% |
| 5Y | -70.2% | -50.0% | -20.2% | -70.5% |
| All | -27.7% | +24.7% | -52.4% | -57.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling