-81.4%
PYPL vs EXE
+187.5%
-268.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.6% | -0.3% | -1.6% |
| 7D | -4.3% | -2.7% | -1.6% | -3.9% |
| 30D | -11.5% | -0.4% | -11.1% | -11.4% |
| 3M | +26.1% | +9.5% | +16.7% | +23.8% |
| 6M | +13.7% | -9.3% | +23.0% | +15.3% |
| YTD | -9.8% | -10.9% | +1.1% | -8.6% |
| 1Y | -22.1% | +4.3% | -26.4% | -23.8% |
| 3Y | -13.5% | +18.8% | -32.3% | -18.5% |
| 5Y | -81.6% | +101.4% | -183.0% | -84.2% |
| All | -81.4% | +187.5% | -268.9% | -85.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 10y: compounded portfolio wealth divided by compounded EXE 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…
10y analysis · Full analysis span regression · 6 months rolling