-81.0%
PYPL vs EXC
+47.1%
-128.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.8% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -4.9% | -3.7% | -1.2% | -4.1% |
| 3M | +28.9% | -1.3% | +30.2% | +29.0% |
| 6M | +18.2% | -9.7% | +27.9% | +20.7% |
| YTD | -5.0% | +2.9% | -7.9% | -6.1% |
| 1Y | -18.8% | +4.4% | -23.2% | -20.1% |
| 3Y | -12.6% | +22.2% | -34.8% | -19.1% |
| All | -81.0% | +47.1% | -128.1% | -82.1% |
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 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