-33.2%
PYPL vs ESTC
+31.2%
-64.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.5% | +1.5% | -1.6% |
| 7D | +2.7% | -8.1% | +10.8% | +5.4% |
| 30D | -4.9% | +31.7% | -36.6% | -15.3% |
| 3M | +28.9% | +41.1% | -12.2% | +11.6% |
| 6M | +18.2% | +77.1% | -58.8% | -6.2% |
| YTD | -5.0% | +21.7% | -26.7% | -15.1% |
| 1Y | -18.8% | +8.4% | -27.2% | -25.7% |
| 3Y | -12.6% | +23.6% | -36.2% | -33.6% |
| 5Y | -80.8% | -46.5% | -34.3% | -81.4% |
| All | -33.2% | +31.2% | -64.3% | -60.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling