+46.5%
PYPL vs ETN
+717.7%
-671.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +2.7% | -6.0% | -4.4% |
| 7D | +1.7% | +8.0% | -6.3% | -1.7% |
| 30D | -9.7% | -5.9% | -3.8% | -7.6% |
| 3M | +29.2% | +5.0% | +24.2% | +24.0% |
| 6M | +13.9% | +22.4% | -8.5% | +0.4% |
| YTD | -8.1% | +33.6% | -41.7% | -23.1% |
| 1Y | -21.4% | +22.1% | -43.5% | -31.8% |
| 3Y | -11.8% | +85.6% | -97.4% | -40.7% |
| 5Y | -81.1% | +179.2% | -260.4% | -89.9% |
| 10Y | +36.9% | +687.3% | -650.4% | -58.2% |
| All | +46.5% | +717.7% | -671.2% | -48.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling