-81.1%
PYPL vs EXPE
+89.5%
-170.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -7.9% | +4.6% | -0.2% |
| 7D | +1.7% | -9.8% | +11.5% | +5.8% |
| 30D | -9.7% | -11.5% | +1.8% | -5.9% |
| 3M | +29.2% | +21.7% | +7.5% | +18.1% |
| 6M | +13.9% | +10.4% | +3.5% | +7.6% |
| YTD | -8.1% | -2.5% | -5.6% | -9.0% |
| 1Y | -21.4% | +27.3% | -48.7% | -31.0% |
| 3Y | -11.8% | +153.5% | -165.3% | -46.2% |
| 5Y | -81.1% | +91.1% | -172.2% | -87.4% |
| All | -81.1% | +89.5% | -170.6% | -87.4% |
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