+61.9%
PYPL vs EW
+333.5%
-271.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.4% | -1.8% |
| 7D | +1.0% | +9.3% | -8.3% | -2.8% |
| 30D | +5.9% | +22.1% | -16.2% | -2.8% |
| 3M | -0.2% | +13.0% | -13.3% | -5.6% |
| 6M | +30.3% | +30.1% | +0.2% | +15.7% |
| YTD | +1.6% | +22.0% | -20.4% | -7.7% |
| 1Y | -10.3% | +23.7% | -34.0% | -19.0% |
| 3Y | +8.5% | +62.0% | -53.5% | -19.3% |
| 5Y | -71.0% | -12.4% | -58.5% | -71.6% |
| 10Y | +46.9% | +236.1% | -189.1% | -14.3% |
| All | +61.9% | +333.5% | -271.6% | -16.4% |
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