-81.1%
PYPL vs EXEL
+195.7%
-276.9%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.3% | -1.0% | -2.7% |
| 7D | +1.7% | +1.4% | +0.4% | +1.4% |
| 30D | -9.7% | +6.7% | -16.4% | -11.1% |
| 3M | +29.2% | +11.5% | +17.7% | +25.5% |
| 6M | +13.9% | +38.8% | -24.9% | +4.0% |
| YTD | -8.1% | +31.6% | -39.7% | -15.1% |
| 1Y | -21.4% | +53.0% | -74.4% | -30.6% |
| 3Y | -11.8% | +160.8% | -172.7% | -35.5% |
| 5Y | -81.1% | +190.1% | -271.2% | -87.6% |
| All | -81.1% | +195.7% | -276.9% | -87.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling