+8.5%
PYPL vs EFV
+91.9%
-83.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.8% |
| 7D | +1.0% | +2.1% | -1.2% | -0.9% |
| 30D | +5.9% | +3.1% | +2.8% | +3.1% |
| 3M | -0.2% | -1.3% | +1.1% | +0.9% |
| 6M | +30.3% | +6.0% | +24.3% | +23.9% |
| YTD | +1.6% | +15.8% | -14.3% | -12.7% |
| 1Y | -10.3% | +21.1% | -31.4% | -26.4% |
| 3Y | +8.5% | +91.0% | -82.5% | -45.9% |
| All | +8.5% | +91.9% | -83.4% | -45.9% |
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