+51.4%
PYPL vs EW
+274.7%
-223.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.1% |
| 7D | +2.7% | -0.3% | +3.0% | +2.8% |
| 30D | -4.9% | +1.0% | -5.9% | -5.4% |
| 3M | +28.9% | +2.8% | +26.1% | +26.9% |
| 6M | +18.2% | +5.5% | +12.7% | +14.7% |
| YTD | -5.0% | +5.5% | -10.5% | -8.0% |
| 1Y | -18.8% | +11.0% | -29.9% | -23.3% |
| 3Y | -12.6% | +17.7% | -30.3% | -24.7% |
| 5Y | -80.8% | -25.7% | -55.0% | -79.8% |
| 10Y | +49.9% | +132.8% | -82.9% | -1.5% |
| All | +51.4% | +274.7% | -223.3% | -16.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling