-18.8%
PYPL vs ICE
-7.2%
-11.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -1.7% |
| 7D | +2.7% | -0.7% | +3.3% | +3.1% |
| 30D | -4.9% | +7.6% | -12.5% | -9.4% |
| 3M | +28.9% | +13.9% | +14.9% | +18.1% |
| 6M | +18.2% | -2.4% | +20.6% | +20.4% |
| YTD | -5.0% | +0.3% | -5.3% | -2.1% |
| 1Y | -18.8% | -6.4% | -12.4% | -13.7% |
| All | -18.8% | -7.2% | -11.7% | -13.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE 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 1y: compounded portfolio wealth divided by compounded ICE 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…
1y analysis · Full analysis span regression · 6 months rolling