-17.9%
PYPL vs EFV
+26.5%
-44.4%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.3% | +2.5% | +2.3% |
| 7D | -5.9% | -2.0% | -3.9% | -4.9% |
| 30D | -9.4% | -0.2% | -9.2% | -9.2% |
| 3M | +31.3% | +9.1% | +22.2% | +26.2% |
| 6M | +19.1% | +11.7% | +7.4% | +12.6% |
| YTD | -7.9% | +17.0% | -24.9% | -19.9% |
| 1Y | -17.9% | +26.7% | -44.6% | -35.0% |
| All | -17.9% | +26.5% | -44.4% | -35.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling