+290.8%
EWY vs PYPL
+43.2%
+247.6%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +2.2% | -6.4% | -4.8% |
| 7D | +1.2% | -5.9% | +7.2% | +2.8% |
| 30D | +9.3% | -9.4% | +18.7% | +11.8% |
| 3M | +2.4% | +31.3% | -28.9% | -6.7% |
| 6M | +40.3% | +19.1% | +21.2% | +31.2% |
| YTD | +88.0% | -7.9% | +95.9% | +87.0% |
| 1Y | +143.8% | -17.9% | +161.7% | +149.6% |
| 3Y | +217.8% | -11.6% | +229.4% | +207.9% |
| 5Y | +142.7% | -81.0% | +223.8% | +267.8% |
| All | +290.8% | +43.2% | +247.6% | +195.9% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 10y: compounded portfolio wealth divided by compounded PYPL 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…
10y analysis · Full analysis span regression · 6 months rolling