+10.2%
PYPL vs TE
+9.8%
+0.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | TE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.7% | +1.8% |
| 7D | +0.1% | -19.1% | +19.1% | +1.0% |
| 30D | +5.7% | -34.1% | +39.8% | +7.4% |
| 3M | -1.9% | -60.1% | +58.2% | +1.7% |
| 6M | +31.8% | -66.0% | +97.8% | +35.2% |
| YTD | +2.4% | -71.4% | +73.8% | +4.5% |
| 1Y | -8.2% | -45.3% | +37.0% | -10.9% |
| 3Y | +10.2% | +9.1% | +1.1% | -4.2% |
| All | +10.2% | +9.8% | +0.4% | -4.2% |
Cumulative growth
Daily Returns
Daily percentage return beside TE.
Daily Out/Under-Performance
Portfolio return minus TE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × TE 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 3y: compounded portfolio wealth divided by compounded TE 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…
3y analysis · Full analysis span regression · 6 months rolling