+39.0%
PYPL vs EFX
+41.8%
-2.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | 0.0% | +2.2% | +2.2% |
| 7D | -5.9% | -11.1% | +5.2% | -0.2% |
| 30D | -9.4% | -7.4% | -2.0% | -6.2% |
| 3M | +31.3% | +1.5% | +29.8% | +29.1% |
| 6M | +19.1% | -13.7% | +32.8% | +26.5% |
| YTD | -7.9% | -21.9% | +14.0% | +3.0% |
| 1Y | -17.9% | -30.8% | +12.9% | -3.0% |
| 3Y | -11.6% | -12.4% | +0.8% | -12.1% |
| 5Y | -81.0% | -35.9% | -45.1% | -78.3% |
| All | +39.0% | +41.8% | -2.7% | +9.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EFX.
Daily Out/Under-Performance
Portfolio return minus EFX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EFX 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded EFX 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling