-81.6%
PYPL vs EFA
+53.1%
-134.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.1% | -0.8% | -0.5% |
| 7D | -4.3% | -0.5% | -3.9% | -3.7% |
| 30D | -11.5% | -1.3% | -10.1% | -9.9% |
| 3M | +26.1% | +5.2% | +20.9% | +18.2% |
| 6M | +13.7% | +9.4% | +4.3% | +0.4% |
| YTD | -9.8% | +12.7% | -22.6% | -24.2% |
| 1Y | -22.1% | +19.3% | -41.3% | -39.2% |
| 3Y | -13.5% | +66.3% | -79.8% | -58.2% |
| 5Y | -81.6% | +53.4% | -135.0% | -90.0% |
| All | -81.6% | +53.1% | -134.8% | -90.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling