+60.6%
PYPL vs ACWI
+227.8%
-167.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.6% | -1.4% | -1.2% |
| 7D | -1.1% | +2.7% | -3.8% | -4.6% |
| 30D | +3.8% | -2.6% | +6.4% | +7.2% |
| 3M | -1.3% | -3.2% | +1.9% | +2.8% |
| 6M | +29.0% | +1.9% | +27.2% | +24.9% |
| YTD | +0.7% | +11.3% | -10.6% | -14.1% |
| 1Y | -12.3% | +11.7% | -23.9% | -25.5% |
| 3Y | +7.6% | +74.4% | -66.8% | -50.0% |
| 5Y | -71.7% | +59.5% | -131.2% | -84.6% |
| 10Y | +47.1% | +225.2% | -178.2% | -64.5% |
| All | +60.6% | +227.8% | -167.2% | -60.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling