+50.1%
PYPL vs ICE
+258.7%
-208.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.5% |
| 7D | -1.2% | +3.2% | -4.4% | -3.4% |
| 30D | +6.1% | +14.7% | -8.6% | -4.0% |
| 3M | +1.1% | +19.8% | -18.7% | -11.6% |
| 6M | +32.7% | +15.2% | +17.5% | +18.9% |
| YTD | +2.8% | +12.7% | -9.9% | -6.3% |
| 1Y | -10.8% | +20.4% | -31.2% | -22.5% |
| 3Y | +9.8% | +70.8% | -61.0% | -28.6% |
| 5Y | -70.2% | +43.9% | -114.2% | -78.2% |
| 10Y | +50.1% | +264.8% | -214.7% | -33.2% |
| All | +50.1% | +258.7% | -208.7% | -33.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling