+10.2%
PYPL vs EW
+62.8%
-52.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.3% | +0.4% | +1.4% |
| 7D | +0.1% | +4.9% | -4.8% | -0.9% |
| 30D | +5.7% | +23.9% | -18.3% | +1.0% |
| 3M | -1.9% | +15.8% | -17.7% | -5.0% |
| 6M | +31.8% | +31.7% | +0.2% | +24.1% |
| YTD | +2.4% | +25.7% | -23.3% | -2.9% |
| 1Y | -8.2% | +24.4% | -32.7% | -12.8% |
| 3Y | +10.2% | +65.9% | -55.7% | -12.9% |
| All | +10.2% | +62.8% | -52.6% | -12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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