-81.0%
PYPL vs ETN
+171.0%
-252.1%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.6% | +2.7% |
| 7D | -5.9% | +3.0% | -9.0% | -7.1% |
| 30D | -9.4% | -10.9% | +1.5% | -5.6% |
| 3M | +31.3% | +9.2% | +22.1% | +24.3% |
| 6M | +19.1% | +13.9% | +5.2% | +9.0% |
| YTD | -7.9% | +29.5% | -37.4% | -21.7% |
| 1Y | -17.9% | +14.2% | -32.1% | -26.1% |
| 3Y | -11.6% | +79.9% | -91.5% | -43.4% |
| 5Y | -81.0% | +175.7% | -256.7% | -91.9% |
| All | -81.0% | +171.0% | -252.1% | -91.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling