+61.9%
PYPL vs EXPE
+153.8%
-91.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.1% | 0.0% | -1.4% |
| 7D | +1.0% | -11.2% | +12.2% | +4.4% |
| 30D | +5.9% | -7.5% | +13.3% | +7.7% |
| 3M | -0.2% | -19.1% | +18.8% | +5.4% |
| 6M | +30.3% | +10.7% | +19.6% | +23.5% |
| YTD | +1.6% | -9.9% | +11.5% | +2.4% |
| 1Y | -10.3% | -4.6% | -5.7% | -11.4% |
| 3Y | +8.5% | +116.8% | -108.3% | -21.7% |
| 5Y | -71.0% | +38.6% | -109.5% | -76.9% |
| 10Y | +46.9% | +115.9% | -68.9% | -11.3% |
| All | +61.9% | +153.8% | -91.9% | -8.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling