+40.1%
PYPL vs EFV
+169.9%
-129.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.1% | -0.3% | -0.3% |
| 7D | -2.3% | -0.8% | -1.4% | -1.5% |
| 30D | -9.0% | +0.6% | -9.7% | -9.5% |
| 3M | +30.6% | +7.5% | +23.1% | +21.7% |
| 6M | +18.6% | +13.0% | +5.5% | +4.7% |
| YTD | -7.2% | +18.3% | -25.5% | -22.3% |
| 1Y | -19.3% | +26.7% | -46.0% | -36.9% |
| 3Y | -12.3% | +89.6% | -101.9% | -54.3% |
| 5Y | -80.9% | +98.2% | -179.1% | -90.4% |
| All | +40.1% | +169.9% | -129.8% | -42.7% |
Cumulative growth
Daily Returns
Daily percentage return beside EFV.
Daily Out/Under-Performance
Portfolio return minus EFV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFV 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 EFV 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