+9.7%
PYPL vs EXC
+26.3%
-16.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.7% |
| 7D | +3.9% | -1.2% | +5.1% | +4.1% |
| 30D | +7.8% | +10.0% | -2.1% | +6.5% |
| 3M | -0.7% | +1.6% | -2.3% | -0.9% |
| 6M | +28.8% | +3.3% | +25.5% | +28.0% |
| YTD | +2.4% | +7.6% | -5.2% | +1.1% |
| 1Y | -9.6% | +3.5% | -13.1% | -10.1% |
| 3Y | +9.7% | +27.7% | -18.0% | +1.1% |
| All | +9.7% | +26.3% | -16.6% | +1.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling