+32.7%
PYPL vs ICE
+17.3%
+15.4%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +2.4% | -1.2% | +0.2% |
| 7D | -1.2% | +3.2% | -4.4% | -2.5% |
| 30D | +6.1% | +14.7% | -8.6% | +0.3% |
| 3M | +1.1% | +19.8% | -18.7% | -6.6% |
| 6M | +32.7% | +15.2% | +17.5% | +22.2% |
| All | +32.7% | +17.3% | +15.4% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling