+10.6%
PYPL vs ETR
+155.6%
-145.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.3% | +0.9% | +1.1% |
| 7D | -1.2% | +0.1% | -1.3% | -1.2% |
| 30D | +6.1% | +7.7% | -1.6% | +4.5% |
| 3M | +1.1% | +5.7% | -4.7% | -0.1% |
| 6M | +32.7% | -0.3% | +33.0% | +32.6% |
| YTD | +2.8% | +23.4% | -20.6% | -3.5% |
| 1Y | -10.8% | +18.5% | -29.3% | -15.2% |
| All | +10.6% | +155.6% | -145.0% | -21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ETR.
Daily Out/Under-Performance
Portfolio return minus ETR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETR 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 3y: compounded portfolio wealth divided by compounded ETR 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…
3y analysis · Full analysis span regression · 6 months rolling