+61.9%
PYPL vs ICE
+352.0%
-290.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.3% | -3.5% | -3.0% |
| 7D | +1.0% | +3.2% | -2.2% | -1.1% |
| 30D | +5.9% | +12.9% | -7.1% | -2.8% |
| 3M | -0.2% | +17.5% | -17.8% | -11.0% |
| 6M | +30.3% | +14.0% | +16.3% | +18.2% |
| YTD | +1.6% | +10.0% | -8.4% | -5.4% |
| 1Y | -10.3% | +19.5% | -29.8% | -21.1% |
| 3Y | +8.5% | +66.8% | -58.2% | -26.3% |
| 5Y | -71.0% | +40.3% | -111.3% | -77.9% |
| 10Y | +46.9% | +249.7% | -202.8% | -33.0% |
| All | +61.9% | +352.0% | -290.1% | -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