-70.3%
PYPL vs ICE
+37.6%
-107.9%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.0% | +0.3% | +0.7% |
| 7D | +2.2% | +1.0% | +1.1% | +1.5% |
| 30D | +8.1% | +11.4% | -3.3% | +0.3% |
| 3M | +1.9% | +16.2% | -14.3% | -8.4% |
| 6M | +33.1% | +12.5% | +20.6% | +21.9% |
| YTD | +3.8% | +8.6% | -4.8% | -2.2% |
| 1Y | -8.3% | +18.4% | -26.7% | -18.7% |
| 3Y | +11.9% | +66.4% | -54.6% | -27.2% |
| All | -70.3% | +37.6% | -107.9% | -78.5% |
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 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