+63.3%
PYPL vs EFA
+129.9%
-66.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.2% | +1.5% | +1.5% |
| 7D | +0.1% | +2.2% | -2.2% | -2.4% |
| 30D | +5.7% | +1.4% | +4.3% | +4.0% |
| 3M | -1.9% | -4.2% | +2.2% | +2.8% |
| 6M | +31.8% | +1.9% | +29.9% | +28.5% |
| YTD | +2.4% | +10.2% | -7.8% | -9.9% |
| 1Y | -8.2% | +12.8% | -21.0% | -21.4% |
| 3Y | +10.2% | +65.2% | -55.0% | -39.3% |
| 5Y | -71.2% | +49.8% | -121.1% | -82.0% |
| 10Y | +49.6% | +145.2% | -95.6% | -41.9% |
| All | +63.3% | +129.9% | -66.6% | -32.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling