+62.4%
PYPL vs EXPD
+374.6%
-312.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -4.5% | +2.4% | +0.2% |
| 7D | +3.5% | -4.8% | +8.3% | +6.0% |
| 30D | +8.0% | -1.5% | +9.5% | +8.6% |
| 3M | +2.0% | +4.1% | -2.1% | -0.5% |
| 6M | +27.6% | +24.0% | +3.5% | +13.1% |
| YTD | +1.9% | +27.4% | -25.5% | -13.2% |
| 1Y | -12.4% | +38.4% | -50.8% | -28.9% |
| 3Y | +6.3% | +73.2% | -66.9% | -26.8% |
| 5Y | -73.6% | +59.9% | -133.4% | -81.3% |
| 10Y | +45.8% | +319.9% | -274.2% | -42.0% |
| All | +62.4% | +374.6% | -312.2% | -42.9% |
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