+50.1%
PYPL vs EXC
+197.6%
-147.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.2% | +1.0% | +1.1% |
| 7D | -1.2% | -1.4% | +0.2% | -0.7% |
| 30D | +6.1% | +8.3% | -2.2% | +2.9% |
| 3M | +1.1% | +2.6% | -1.6% | 0.0% |
| 6M | +32.7% | +5.2% | +27.6% | +29.6% |
| YTD | +2.8% | +7.5% | -4.8% | -1.0% |
| 1Y | -10.8% | +3.2% | -13.9% | -12.7% |
| 3Y | +9.8% | +29.5% | -19.7% | -4.2% |
| 5Y | -70.2% | +39.7% | -109.9% | -75.4% |
| 10Y | +50.1% | +200.1% | -150.0% | -5.3% |
| All | +50.1% | +197.6% | -147.5% | -5.3% |
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