+47.2%
PYPL vs EXPE
+119.8%
-72.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | +2.2% | -13.3% | +15.5% | +6.4% |
| 30D | +8.1% | -5.5% | +13.6% | +9.3% |
| 3M | +1.9% | -16.5% | +18.4% | +6.6% |
| 6M | +33.1% | +13.1% | +20.0% | +25.4% |
| YTD | +3.8% | -8.0% | +11.8% | +3.9% |
| 1Y | -8.3% | +1.1% | -9.4% | -11.2% |
| 3Y | +11.9% | +131.2% | -119.3% | -20.8% |
| 5Y | -70.4% | +39.8% | -110.2% | -76.7% |
| 10Y | +47.2% | +118.5% | -71.3% | -11.8% |
| All | +47.2% | +119.8% | -72.7% | -11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 10y: compounded portfolio wealth divided by compounded EXPE 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…
10y analysis · Full analysis span regression · 6 months rolling