+47.2%
PYPL vs EXPD
+334.2%
-287.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.7% | -1.3% | 0.0% |
| 7D | +2.2% | -5.5% | +7.6% | +4.9% |
| 30D | +8.1% | -1.9% | +10.0% | +9.0% |
| 3M | +1.9% | +6.1% | -4.2% | -1.5% |
| 6M | +33.1% | +21.6% | +11.5% | +19.4% |
| YTD | +3.8% | +27.9% | -24.1% | -11.7% |
| 1Y | -8.3% | +39.4% | -47.7% | -25.9% |
| 3Y | +11.9% | +72.7% | -60.8% | -22.8% |
| 5Y | -70.4% | +60.3% | -130.8% | -79.1% |
| 10Y | +47.2% | +332.6% | -285.4% | -31.8% |
| All | +47.2% | +334.2% | -287.0% | -31.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling