+9.7%
PYPL vs ACWI
+70.3%
-60.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | -2.4% | +6.3% | +6.7% |
| 30D | +7.8% | -5.2% | +13.0% | +14.5% |
| 3M | -0.7% | -4.8% | +4.2% | +5.0% |
| 6M | +28.8% | -1.3% | +30.1% | +29.8% |
| YTD | +2.4% | +8.4% | -6.0% | -8.9% |
| 1Y | -9.6% | +11.0% | -20.6% | -22.2% |
| 3Y | +9.7% | +70.6% | -60.9% | -51.2% |
| All | +9.7% | +70.3% | -60.7% | -51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling