+51.4%
PYPL vs EXC
+185.8%
-134.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.1% | -2.0% | -2.6% |
| 7D | +2.7% | +0.3% | +2.4% | +2.6% |
| 30D | -4.9% | -3.7% | -1.2% | -3.6% |
| 3M | +28.9% | -1.3% | +30.2% | +29.2% |
| 6M | +18.2% | -9.7% | +27.9% | +22.4% |
| YTD | -5.0% | +2.9% | -7.9% | -6.8% |
| 1Y | -18.8% | +4.4% | -23.2% | -20.9% |
| 3Y | -12.6% | +22.2% | -34.8% | -21.5% |
| 5Y | -80.8% | +46.7% | -127.5% | -84.4% |
| 10Y | +49.9% | +155.3% | -105.4% | -4.3% |
| All | +51.4% | +185.8% | -134.4% | -9.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling