+63.3%
PYPL vs ETR
+378.5%
-315.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -0.7% | +2.4% | +1.9% |
| 7D | +0.1% | +0.5% | -0.5% | -0.1% |
| 30D | +5.7% | +6.4% | -0.7% | +3.4% |
| 3M | -1.9% | +4.0% | -5.9% | -3.3% |
| 6M | +31.8% | -0.5% | +32.3% | +31.6% |
| YTD | +2.4% | +22.4% | -20.0% | -5.8% |
| 1Y | -8.2% | +19.9% | -28.1% | -15.0% |
| 3Y | +10.2% | +154.7% | -144.5% | -24.4% |
| 5Y | -71.2% | +158.1% | -229.3% | -80.7% |
| 10Y | +49.6% | +374.2% | -324.6% | -18.7% |
| All | +63.3% | +378.5% | -315.2% | -13.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling