+9.7%
PYPL vs EXPD
+68.8%
-59.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.0% |
| 7D | +3.9% | -7.2% | +11.1% | +5.7% |
| 30D | +7.8% | -3.3% | +11.1% | +8.6% |
| 3M | -0.7% | +3.4% | -4.0% | -1.6% |
| 6M | +28.8% | +22.7% | +6.1% | +21.9% |
| YTD | +2.4% | +24.5% | -22.2% | -4.6% |
| 1Y | -9.6% | +38.6% | -48.2% | -19.4% |
| 3Y | +9.7% | +71.5% | -61.8% | -16.3% |
| All | +9.7% | +68.8% | -59.2% | -16.3% |
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