-8.2%
PYPL vs ICE
+17.9%
-26.2%
-40.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.5% |
| 7D | +0.1% | +3.6% | -3.6% | -2.0% |
| 30D | +5.7% | +15.1% | -9.4% | -3.0% |
| 3M | -1.9% | +15.4% | -17.3% | -10.3% |
| 6M | +31.8% | +16.1% | +15.7% | +20.5% |
| YTD | +2.4% | +11.4% | -8.9% | +1.1% |
| 1Y | -8.2% | +18.5% | -26.7% | -13.5% |
| All | -8.2% | +17.9% | -26.2% | -13.5% |
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