-9.9%
PYPL vs EXPE
+182.4%
-192.3%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.5% |
| 7D | +2.7% | -9.5% | +12.2% | +5.8% |
| 30D | -4.9% | -6.6% | +1.7% | -3.3% |
| 3M | +28.9% | +31.4% | -2.5% | +17.4% |
| 6M | +18.2% | +35.2% | -16.9% | +6.2% |
| YTD | -5.0% | +5.8% | -10.8% | -7.6% |
| 1Y | -18.8% | +38.7% | -57.5% | -27.6% |
| All | -9.9% | +182.4% | -192.3% | -35.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling