+51.9%
PYPL vs EXEL
+325.9%
-274.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.8% | -1.7% |
| 7D | -1.1% | +1.6% | -2.8% | -1.5% |
| 30D | +3.8% | +17.4% | -13.6% | +0.3% |
| 3M | -1.3% | +38.6% | -39.9% | -7.9% |
| 6M | +29.0% | +41.2% | -12.2% | +19.4% |
| YTD | +0.7% | +59.3% | -58.6% | -9.6% |
| 1Y | -12.3% | +60.2% | -72.5% | -21.4% |
| 3Y | +7.6% | +232.6% | -224.9% | -19.6% |
| 5Y | -71.7% | +285.9% | -357.6% | -79.8% |
| All | +51.9% | +325.9% | -274.0% | +2.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EXEL.
Daily Out/Under-Performance
Portfolio return minus EXEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXEL 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 EXEL 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