+229.5%
EWY vs PYPL
+48.4%
+181.2%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | +1.7% | -3.5% | -2.2% |
| 7D | +4.2% | +0.1% | +4.1% | +4.2% |
| 30D | -10.7% | +5.7% | -16.3% | -12.0% |
| 3M | -20.1% | -1.9% | -18.1% | -20.0% |
| 6M | -24.3% | +31.8% | -56.1% | -30.9% |
| YTD | +46.9% | +2.4% | +44.4% | +41.9% |
| 1Y | +55.2% | -8.2% | +63.4% | +54.9% |
| 3Y | +157.0% | +10.2% | +146.8% | +133.7% |
| 5Y | +98.9% | -71.2% | +170.1% | +163.4% |
| All | +229.5% | +48.4% | +181.2% | +139.1% |
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