+51.4%
PYPL vs EFA
+139.1%
-87.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.1% | -3.2% | -3.2% |
| 7D | +2.7% | +0.6% | +2.1% | +2.1% |
| 30D | -4.9% | +0.9% | -5.7% | -5.8% |
| 3M | +28.9% | +4.9% | +24.0% | +21.9% |
| 6M | +18.2% | +8.6% | +9.7% | +6.5% |
| YTD | -5.0% | +14.6% | -19.6% | -19.9% |
| 1Y | -18.8% | +22.6% | -41.5% | -36.6% |
| 3Y | -12.6% | +66.5% | -79.1% | -52.1% |
| 5Y | -80.8% | +54.5% | -135.3% | -88.4% |
| 10Y | +49.9% | +144.8% | -94.9% | -42.4% |
| All | +51.4% | +139.1% | -87.7% | -40.0% |
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 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