+60.6%
PYPL vs ICE
+355.9%
-295.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.5% | -0.5% | -1.0% |
| 7D | -1.1% | +2.2% | -3.3% | -2.6% |
| 30D | +3.8% | +13.7% | -9.9% | -5.1% |
| 3M | -1.3% | +17.9% | -19.2% | -12.1% |
| 6M | +29.0% | +15.0% | +14.1% | +16.4% |
| YTD | +0.7% | +10.9% | -10.2% | -6.8% |
| 1Y | -12.3% | +17.0% | -29.3% | -21.7% |
| 3Y | +7.6% | +68.2% | -60.6% | -27.3% |
| 5Y | -71.7% | +40.4% | -112.1% | -78.5% |
| 10Y | +47.1% | +259.3% | -212.2% | -33.9% |
| All | +60.6% | +355.9% | -295.3% | -38.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling