+40.1%
PYPL vs ETN
+730.7%
-690.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +4.0% | -3.2% | -0.9% |
| 7D | -2.3% | +3.5% | -5.8% | -3.8% |
| 30D | -9.0% | -7.5% | -1.5% | -6.2% |
| 3M | +30.6% | +8.3% | +22.3% | +23.8% |
| 6M | +18.6% | +20.2% | -1.6% | +5.7% |
| YTD | -7.2% | +34.7% | -41.8% | -22.5% |
| 1Y | -19.3% | +19.4% | -38.7% | -29.0% |
| 3Y | -12.3% | +85.5% | -97.8% | -41.0% |
| 5Y | -80.9% | +186.6% | -267.5% | -89.9% |
| All | +40.1% | +730.7% | -690.6% | -53.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ETN.
Daily Out/Under-Performance
Portfolio return minus ETN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETN 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 ETN 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