-14.8%
PYPL vs EFA
+64.9%
-79.8%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.8% |
| 7D | -4.3% | -0.5% | -3.9% | -3.9% |
| 30D | -11.5% | -1.3% | -10.1% | -10.3% |
| 3M | +26.1% | +5.2% | +20.9% | +20.0% |
| 6M | +13.7% | +9.4% | +4.3% | +3.3% |
| YTD | -9.8% | +12.7% | -22.6% | -21.5% |
| 1Y | -22.1% | +19.3% | -41.3% | -36.4% |
| All | -14.8% | +64.9% | -79.8% | -55.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling