+51.4%
PYPL vs ICE
+312.0%
-260.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.0% | -1.0% | -1.7% |
| 7D | +2.7% | -0.7% | +3.3% | +3.1% |
| 30D | -4.9% | +7.6% | -12.5% | -9.6% |
| 3M | +28.9% | +13.9% | +14.9% | +17.4% |
| 6M | +18.2% | -2.4% | +20.6% | +19.3% |
| YTD | -5.0% | +0.3% | -5.3% | -5.5% |
| 1Y | -18.8% | -6.4% | -12.4% | -15.5% |
| 3Y | -12.6% | +43.1% | -55.7% | -33.8% |
| 5Y | -80.8% | +42.1% | -122.9% | -85.5% |
| 10Y | +49.9% | +220.9% | -171.0% | -27.2% |
| All | +51.4% | +312.0% | -260.6% | -37.3% |
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