-73.9%
PYPL vs EXPE
+43.3%
-117.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.9% | +5.3% | +2.4% |
| 7D | +3.9% | -9.3% | +13.2% | +7.1% |
| 30D | +7.8% | +0.1% | +7.7% | +6.5% |
| 3M | -0.7% | -15.3% | +14.7% | +4.2% |
| 6M | +28.8% | +5.5% | +23.3% | +22.3% |
| YTD | +2.4% | -8.0% | +10.3% | +2.3% |
| 1Y | -9.6% | +18.9% | -28.5% | -19.7% |
| 3Y | +9.7% | +135.5% | -125.9% | -33.2% |
| All | -73.9% | +43.3% | -117.2% | -81.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling