-11.8%
PYPL vs EFX
-12.5%
+0.7%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.1% | -0.2% | -1.9% |
| 7D | +1.7% | -7.8% | +9.6% | +5.4% |
| 30D | -9.7% | -5.7% | -4.0% | -7.7% |
| 3M | +29.2% | +2.5% | +26.7% | +26.7% |
| 6M | +13.9% | -16.7% | +30.5% | +21.6% |
| YTD | -8.1% | -20.2% | +12.1% | -0.1% |
| 1Y | -21.4% | -31.4% | +10.0% | -9.9% |
| 3Y | -11.8% | -10.5% | -1.3% | -17.7% |
| All | -11.8% | -12.5% | +0.7% | -17.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling