-81.3%
PYPL vs ICE
+40.5%
-121.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -1.7% |
| 7D | +1.7% | -1.2% | +2.9% | +2.6% |
| 30D | -9.7% | +5.0% | -14.7% | -12.8% |
| 3M | +29.2% | +13.9% | +15.3% | +17.6% |
| 6M | +13.9% | -4.4% | +18.3% | +16.9% |
| YTD | -8.1% | -1.9% | -6.2% | -6.9% |
| 1Y | -21.4% | -8.1% | -13.3% | -16.8% |
| 3Y | -11.8% | +42.5% | -54.3% | -35.2% |
| All | -81.3% | +40.5% | -121.7% | -86.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling