+8.4%
PYPL vs EFV
+91.1%
-82.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -1.1% | +0.7% | -1.8% | -1.8% |
| 30D | +3.8% | +2.0% | +1.8% | +2.0% |
| 3M | -1.3% | -1.6% | +0.4% | +0.2% |
| 6M | +29.0% | +5.8% | +23.3% | +23.0% |
| YTD | +0.7% | +15.6% | -14.9% | -13.3% |
| 1Y | -12.3% | +19.0% | -31.2% | -26.8% |
| All | +8.4% | +91.1% | -82.7% | -45.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling