+226.4%
EWY vs PYPL
-14.5%
+241.0%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.9% | +2.4% | +0.8% |
| 7D | +6.7% | -4.3% | +11.0% | +7.3% |
| 30D | +17.0% | -11.5% | +28.4% | +19.0% |
| 3M | +3.7% | +26.1% | -22.5% | -2.1% |
| 6M | +42.5% | +13.7% | +28.8% | +37.2% |
| YTD | +96.2% | -9.8% | +106.1% | +97.7% |
| 1Y | +160.4% | -22.1% | +182.4% | +171.2% |
| All | +226.4% | -14.5% | +241.0% | +213.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling