+46.5%
PYPL vs ET
+70.0%
-23.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | 0.0% | -3.3% | -3.2% |
| 7D | +1.7% | +0.4% | +1.3% | +1.7% |
| 30D | -9.7% | +6.9% | -16.6% | -10.9% |
| 3M | +29.2% | +13.1% | +16.1% | +26.2% |
| 6M | +13.9% | +18.7% | -4.8% | +10.0% |
| YTD | -8.1% | +37.4% | -45.5% | -13.8% |
| 1Y | -21.4% | +34.8% | -56.2% | -26.0% |
| 3Y | -11.8% | +96.8% | -108.6% | -22.7% |
| 5Y | -81.1% | +238.2% | -319.4% | -84.9% |
| 10Y | +36.9% | +159.4% | -122.5% | +7.2% |
| All | +46.5% | +70.0% | -23.5% | +39.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling