+51.4%
PYPL vs EFV
+145.8%
-94.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFV | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -2.9% | -2.9% |
| 7D | +2.7% | +1.5% | +1.2% | +1.3% |
| 30D | -4.9% | +1.7% | -6.6% | -6.4% |
| 3M | +28.9% | +8.6% | +20.2% | +19.3% |
| 6M | +18.2% | +11.7% | +6.6% | +6.0% |
| YTD | -5.0% | +19.3% | -24.3% | -20.5% |
| 1Y | -18.8% | +30.2% | -49.0% | -37.5% |
| 3Y | -12.6% | +91.6% | -104.2% | -53.4% |
| 5Y | -80.8% | +96.4% | -177.2% | -89.9% |
| 10Y | +49.9% | +166.5% | -116.6% | -39.9% |
| All | +51.4% | +145.8% | -94.4% | -34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling