+54.4%
PYPL vs EFV
+163.3%
-108.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.4% | +1.3% | +1.3% |
| 7D | +0.1% | +2.5% | -2.5% | -2.4% |
| 30D | +5.7% | +2.9% | +2.7% | +2.7% |
| 3M | -1.9% | -1.4% | -0.5% | -0.5% |
| 6M | +31.8% | +5.5% | +26.3% | +24.9% |
| YTD | +2.4% | +16.1% | -13.6% | -12.8% |
| 1Y | -8.2% | +20.3% | -28.5% | -24.7% |
| 3Y | +10.2% | +90.4% | -80.2% | -43.2% |
| 5Y | -71.2% | +93.5% | -164.7% | -85.3% |
| All | +54.4% | +163.3% | -108.9% | -36.8% |
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