-73.9%
PYPL vs EXC
+41.2%
-115.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +0.9% |
| 7D | +3.9% | -1.2% | +5.1% | +4.2% |
| 30D | +7.8% | +10.0% | -2.1% | +5.5% |
| 3M | -0.7% | +1.6% | -2.3% | -1.1% |
| 6M | +28.8% | +3.3% | +25.5% | +27.5% |
| YTD | +2.4% | +7.6% | -5.2% | +0.2% |
| 1Y | -9.6% | +3.5% | -13.1% | -10.7% |
| 3Y | +9.7% | +27.7% | -18.0% | +0.3% |
| All | -73.9% | +41.2% | -115.1% | -73.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling