-81.3%
PYPL vs ETR
+125.6%
-206.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +1.2% | -4.4% | -3.5% |
| 7D | +1.7% | +1.4% | +0.3% | +1.4% |
| 30D | -9.7% | +1.9% | -11.6% | -10.1% |
| 3M | +29.2% | +1.0% | +28.2% | +28.7% |
| 6M | +13.9% | +4.8% | +9.0% | +11.9% |
| YTD | -8.1% | +19.5% | -27.6% | -13.0% |
| 1Y | -21.4% | +28.1% | -49.5% | -27.2% |
| 3Y | -11.8% | +151.1% | -163.0% | -32.4% |
| All | -81.3% | +125.6% | -206.9% | -85.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling