+63.3%
PYPL vs ET
+56.1%
+7.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.1% | +1.8% | +1.7% |
| 7D | +0.1% | +2.5% | -2.5% | -0.4% |
| 30D | +5.7% | -2.5% | +8.1% | +6.0% |
| 3M | -1.9% | -4.9% | +2.9% | -1.2% |
| 6M | +31.8% | -0.1% | +31.9% | +31.5% |
| YTD | +2.4% | +26.2% | -23.8% | -2.5% |
| 1Y | -8.2% | +25.2% | -33.4% | -12.6% |
| 3Y | +10.2% | +84.2% | -74.0% | -2.3% |
| 5Y | -71.2% | +216.1% | -287.3% | -76.7% |
| 10Y | +49.6% | +160.7% | -111.1% | +18.0% |
| All | +63.3% | +56.1% | +7.2% | +57.4% |
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