-10.8%
PYPL vs EXE
-21.4%
+10.6%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.8% | +0.4% | +1.3% |
| 7D | -1.2% | +1.5% | -2.7% | -1.0% |
| 30D | +6.1% | -0.2% | +6.3% | +6.1% |
| 3M | +1.1% | -9.2% | +10.3% | -0.2% |
| 6M | +32.7% | -7.2% | +40.0% | +31.7% |
| YTD | +2.8% | -18.3% | +21.1% | +0.4% |
| 1Y | -10.8% | -23.6% | +12.8% | -11.8% |
| All | -10.8% | -21.4% | +10.6% | -11.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling