+63.2%
PYPL vs EXPD
+363.9%
-300.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.3% | +2.7% | +1.6% |
| 7D | +3.9% | -7.2% | +11.1% | +7.7% |
| 30D | +7.8% | -3.3% | +11.1% | +9.4% |
| 3M | -0.7% | +3.4% | -4.0% | -2.7% |
| 6M | +28.8% | +22.7% | +6.1% | +14.7% |
| YTD | +2.4% | +24.5% | -22.2% | -11.8% |
| 1Y | -9.6% | +38.6% | -48.2% | -26.9% |
| 3Y | +9.7% | +71.5% | -61.8% | -24.2% |
| 5Y | -73.5% | +56.2% | -129.7% | -81.0% |
| 10Y | +46.5% | +310.5% | -264.0% | -41.1% |
| All | +63.2% | +363.9% | -300.7% | -42.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling