-12.8%
PYPL vs EXPD
+68.7%
-81.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.3% |
| 7D | +2.7% | -1.1% | +3.8% | +3.0% |
| 30D | -4.9% | +4.1% | -9.0% | -6.0% |
| 3M | +28.9% | +17.9% | +11.0% | +22.8% |
| 6M | +18.2% | +29.2% | -11.0% | +9.3% |
| YTD | -5.0% | +27.4% | -32.4% | -12.7% |
| 1Y | -18.8% | +56.8% | -75.7% | -32.5% |
| All | -12.8% | +68.7% | -81.5% | -35.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling