+44.1%
PYPL vs ACWI
+226.7%
-182.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | 0.0% | -3.0% | -3.0% |
| 7D | +2.7% | +0.5% | +2.2% | +2.0% |
| 30D | -4.9% | +0.9% | -5.8% | -6.0% |
| 3M | +28.9% | +2.4% | +26.5% | +24.2% |
| 6M | +18.2% | +12.4% | +5.9% | -0.6% |
| YTD | -5.0% | +15.2% | -20.2% | -22.8% |
| 1Y | -18.8% | +22.7% | -41.5% | -39.6% |
| 3Y | -12.6% | +75.8% | -88.4% | -60.5% |
| 5Y | -80.8% | +67.7% | -148.5% | -90.4% |
| All | +44.1% | +226.7% | -182.6% | -66.8% |
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