+36.9%
PYPL vs EXC
+154.0%
-117.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | +0.7% | -3.9% | -3.5% |
| 7D | +1.7% | +1.2% | +0.5% | +1.3% |
| 30D | -9.7% | -2.7% | -7.0% | -8.8% |
| 3M | +29.2% | -1.0% | +30.2% | +29.4% |
| 6M | +13.9% | -9.3% | +23.1% | +17.7% |
| YTD | -8.1% | +3.6% | -11.7% | -10.1% |
| 1Y | -21.4% | +5.9% | -27.3% | -23.9% |
| 3Y | -11.8% | +21.3% | -33.1% | -20.8% |
| 5Y | -81.1% | +46.2% | -127.3% | -84.8% |
| 10Y | +36.9% | +151.5% | -114.5% | -8.8% |
| All | +36.9% | +154.0% | -117.1% | -8.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling