+51.4%
PYPL vs EXR
+213.9%
-162.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EXR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.8% | -2.6% |
| 7D | +2.7% | -2.6% | +5.2% | +3.6% |
| 30D | -4.9% | -7.2% | +2.3% | -2.4% |
| 3M | +28.9% | -3.5% | +32.4% | +30.4% |
| 6M | +18.2% | -5.3% | +23.5% | +20.2% |
| YTD | -5.0% | +9.4% | -14.4% | -8.6% |
| 1Y | -18.8% | +1.3% | -20.1% | -19.9% |
| 3Y | -12.6% | +22.4% | -35.0% | -21.1% |
| 5Y | -80.8% | -12.2% | -68.5% | -80.8% |
| 10Y | +49.9% | +148.6% | -98.7% | +9.9% |
| All | +51.4% | +213.9% | -162.5% | -6.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EXR.
Daily Out/Under-Performance
Portfolio return minus EXR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXR 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 EXR 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