+65.4%
PYPL vs EW
+336.4%
-271.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.5% | -1.1% | +0.3% |
| 7D | +2.2% | +12.3% | -10.1% | -2.8% |
| 30D | +8.1% | +22.9% | -14.7% | -1.0% |
| 3M | +1.9% | +16.7% | -14.8% | -4.9% |
| 6M | +33.1% | +31.0% | +2.2% | +17.8% |
| YTD | +3.8% | +22.8% | -19.1% | -6.0% |
| 1Y | -8.3% | +25.6% | -33.9% | -17.7% |
| 3Y | +11.9% | +62.0% | -50.1% | -16.8% |
| 5Y | -70.4% | -12.8% | -57.7% | -71.0% |
| 10Y | +47.2% | +239.8% | -192.6% | -14.5% |
| All | +65.4% | +336.4% | -271.0% | -14.8% |
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