-71.8%
PYPL vs ET
+215.7%
-287.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.1% | +2.5% | -2.5% | -1.0% |
| 30D | +5.7% | -2.5% | +8.1% | +6.4% |
| 3M | -1.9% | -4.9% | +2.9% | -0.2% |
| 6M | +31.8% | -0.1% | +31.9% | +30.9% |
| YTD | +2.4% | +26.2% | -23.8% | -9.7% |
| 1Y | -8.2% | +25.2% | -33.4% | -18.9% |
| 3Y | +10.2% | +84.2% | -74.0% | -21.6% |
| All | -71.8% | +215.7% | -287.5% | -83.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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