+47.2%
PYPL vs ACWI
+226.8%
-179.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.6% | -1.2% | -2.2% |
| 7D | +2.2% | +0.3% | +1.8% | +1.5% |
| 30D | +8.1% | -2.8% | +11.0% | +12.2% |
| 3M | +1.9% | -3.2% | +5.1% | +6.2% |
| 6M | +33.1% | +1.3% | +31.8% | +29.7% |
| YTD | +3.8% | +11.2% | -7.5% | -11.9% |
| 1Y | -8.3% | +13.8% | -22.1% | -24.7% |
| 3Y | +11.9% | +76.2% | -64.3% | -50.3% |
| 5Y | -70.4% | +59.5% | -129.9% | -84.4% |
| 10Y | +47.2% | +222.2% | -175.0% | -68.2% |
| All | +47.2% | +226.8% | -179.7% | -68.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ACWI.
Daily Out/Under-Performance
Portfolio return minus ACWI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACWI 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 ACWI 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