+63.2%
PYPL vs EXC
+198.7%
-135.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.0% | +2.4% | +1.2% |
| 7D | +3.9% | -1.2% | +5.1% | +4.4% |
| 30D | +7.8% | +10.0% | -2.1% | +4.0% |
| 3M | -0.7% | +1.6% | -2.3% | -1.4% |
| 6M | +28.8% | +3.3% | +25.5% | +26.7% |
| YTD | +2.4% | +7.6% | -5.2% | -1.3% |
| 1Y | -9.6% | +3.5% | -13.1% | -11.6% |
| 3Y | +9.7% | +27.7% | -18.0% | -3.2% |
| 5Y | -73.5% | +41.1% | -114.6% | -78.0% |
| 10Y | +46.5% | +178.2% | -131.7% | -9.3% |
| All | +63.2% | +198.7% | -135.6% | -3.9% |
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 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