+51.4%
PYPL vs EXEL
+1,651.0%
-1,599.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.2% | -2.8% | -3.0% |
| 7D | +2.7% | +8.4% | -5.7% | +1.2% |
| 30D | -4.9% | +4.1% | -9.0% | -5.7% |
| 3M | +28.9% | +12.4% | +16.5% | +25.9% |
| 6M | +18.2% | +41.5% | -23.3% | +10.2% |
| YTD | -5.0% | +34.6% | -39.7% | -10.7% |
| 1Y | -18.8% | +57.9% | -76.7% | -26.2% |
| 3Y | -12.6% | +159.5% | -172.1% | -28.8% |
| 5Y | -80.8% | +198.5% | -279.3% | -84.9% |
| 10Y | +49.9% | +411.4% | -361.4% | +1.9% |
| All | +51.4% | +1,651.0% | -1,599.7% | -15.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling