+38.8%
PYPL vs EXPE
+153.6%
-114.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.7% |
| 7D | -4.3% | -11.5% | +7.2% | -0.5% |
| 30D | -11.5% | -13.1% | +1.6% | -7.7% |
| 3M | +26.1% | +18.1% | +8.0% | +18.4% |
| 6M | +13.7% | +13.3% | +0.4% | +7.8% |
| YTD | -9.8% | -3.2% | -6.6% | -10.3% |
| 1Y | -22.1% | +26.1% | -48.2% | -29.6% |
| 3Y | -13.5% | +151.7% | -165.2% | -40.2% |
| 5Y | -81.6% | +88.3% | -170.0% | -86.5% |
| 10Y | +38.8% | +158.0% | -119.2% | -18.6% |
| All | +38.8% | +153.6% | -114.8% | -18.6% |
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