-71.0%
PYPL vs EFV
+92.6%
-163.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.4% | -1.7% | -1.7% |
| 7D | +1.0% | +2.1% | -1.2% | -1.4% |
| 30D | +5.9% | +3.1% | +2.8% | +2.4% |
| 3M | -0.2% | -1.3% | +1.1% | +1.2% |
| 6M | +30.3% | +6.0% | +24.3% | +22.0% |
| YTD | +1.6% | +15.8% | -14.3% | -15.6% |
| 1Y | -10.3% | +21.1% | -31.4% | -29.4% |
| 3Y | +8.5% | +91.0% | -82.5% | -52.1% |
| 5Y | -71.0% | +94.3% | -165.3% | -87.9% |
| All | -71.0% | +92.6% | -163.6% | -87.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling