-19.0%
PYPL vs EXC
+2.6%
-21.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.0% | -1.3% | -3.2% |
| 7D | +2.4% | -0.7% | +3.1% | +2.5% |
| 30D | -5.1% | -4.6% | -0.5% | -5.0% |
| 3M | +28.6% | -2.2% | +30.8% | +28.5% |
| 6M | +17.9% | -10.6% | +28.5% | +18.1% |
| YTD | -5.3% | +1.9% | -7.2% | -4.6% |
| 1Y | -19.0% | +3.4% | -22.4% | -18.1% |
| All | -19.0% | +2.6% | -21.6% | -18.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXC.
Daily Out/Under-Performance
Portfolio return minus EXC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXC 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 1y: compounded portfolio wealth divided by compounded EXC 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…
1y analysis · Full analysis span regression · 6 months rolling