-10.8%
PYPL vs ICE
+21.8%
-32.5%
-41.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | -0.2% |
| 7D | -1.2% | +3.2% | -4.4% | -3.1% |
| 30D | +6.1% | +14.7% | -8.6% | -2.4% |
| 3M | +1.1% | +19.8% | -18.7% | -9.9% |
| 6M | +32.7% | +15.2% | +17.5% | +22.2% |
| YTD | +2.8% | +12.7% | -9.9% | +0.5% |
| 1Y | -10.8% | +20.4% | -31.2% | -17.2% |
| All | -10.8% | +21.8% | -32.5% | -17.2% |
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 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