+63.2%
PYPL vs ACWI
+219.1%
-155.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACWI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +3.9% | -2.4% | +6.3% | +7.1% |
| 30D | +7.8% | -5.2% | +13.0% | +15.5% |
| 3M | -0.7% | -4.8% | +4.2% | +5.9% |
| 6M | +28.8% | -1.3% | +30.1% | +30.0% |
| YTD | +2.4% | +8.4% | -6.0% | -9.5% |
| 1Y | -9.6% | +11.0% | -20.6% | -22.7% |
| 3Y | +9.7% | +70.6% | -60.9% | -47.5% |
| 5Y | -73.5% | +55.3% | -128.8% | -85.1% |
| 10Y | +46.5% | +223.2% | -176.7% | -64.2% |
| All | +63.2% | +219.1% | -155.9% | -58.2% |
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 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