+54.4%
PYPL vs EFX
+80.5%
-26.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.7% | +1.0% | +1.3% |
| 7D | +0.1% | -0.8% | +0.8% | +0.5% |
| 30D | +5.7% | +25.1% | -19.4% | -6.3% |
| 3M | -1.9% | +1.7% | -3.6% | -3.9% |
| 6M | +31.8% | +18.4% | +13.5% | +18.7% |
| YTD | +2.4% | -12.5% | +15.0% | +7.3% |
| 1Y | -8.2% | -8.1% | -0.2% | -6.3% |
| 3Y | +10.2% | +4.8% | +5.4% | -0.9% |
| 5Y | -71.2% | -30.1% | -41.1% | -68.8% |
| All | +54.4% | +80.5% | -26.0% | +5.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling