+40.1%
PYPL vs EFA
+146.6%
-106.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.4% |
| 7D | -2.3% | -1.5% | -0.7% | -0.5% |
| 30D | -9.0% | -1.7% | -7.4% | -7.2% |
| 3M | +30.6% | +3.5% | +27.1% | +25.1% |
| 6M | +18.6% | +9.5% | +9.1% | +5.3% |
| YTD | -7.2% | +12.9% | -20.0% | -21.0% |
| 1Y | -19.3% | +18.2% | -37.5% | -35.0% |
| 3Y | -12.3% | +64.8% | -77.1% | -53.0% |
| 5Y | -80.9% | +53.9% | -134.8% | -88.7% |
| All | +40.1% | +146.6% | -106.5% | -47.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EFA.
Daily Out/Under-Performance
Portfolio return minus EFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFA 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 EFA 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