+51.4%
PYPL vs EXPD
+374.4%
-323.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | +2.7% | -1.1% | +3.8% | +3.3% |
| 30D | -4.9% | +4.1% | -9.0% | -7.0% |
| 3M | +28.9% | +17.9% | +11.0% | +17.8% |
| 6M | +18.2% | +29.2% | -11.0% | +1.7% |
| YTD | -5.0% | +27.4% | -32.4% | -18.9% |
| 1Y | -18.8% | +56.8% | -75.7% | -39.1% |
| 3Y | -12.6% | +68.0% | -80.6% | -38.4% |
| 5Y | -80.8% | +61.9% | -142.6% | -86.5% |
| 10Y | +49.9% | +316.0% | -266.1% | -39.9% |
| All | +51.4% | +374.4% | -323.0% | -46.6% |
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 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