-19.0%
PYPL vs EXPD
+57.8%
-76.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +0.9% | -4.2% | -3.3% |
| 7D | +2.4% | -1.1% | +3.6% | +2.4% |
| 30D | -5.1% | +4.1% | -9.2% | -5.1% |
| 3M | +28.6% | +17.9% | +10.7% | +28.7% |
| 6M | +17.9% | +29.2% | -11.3% | +19.0% |
| YTD | -5.3% | +27.4% | -32.6% | -4.6% |
| 1Y | -19.0% | +56.8% | -75.9% | -21.0% |
| All | -19.0% | +57.8% | -76.9% | -21.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPD.
Daily Out/Under-Performance
Portfolio return minus EXPD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPD 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 EXPD 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