-70.2%
PYPL vs EFX
-29.6%
-40.6%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.1% | +1.1% | +1.1% |
| 7D | -1.2% | -2.0% | +0.8% | -0.2% |
| 30D | +6.1% | +27.9% | -21.8% | -7.8% |
| 3M | +1.1% | +3.8% | -2.8% | -2.2% |
| 6M | +32.7% | +13.0% | +19.8% | +21.4% |
| YTD | +2.8% | -12.4% | +15.2% | +8.1% |
| 1Y | -10.8% | -10.4% | -0.4% | -7.4% |
| 3Y | +9.8% | +4.4% | +5.4% | -7.0% |
| 5Y | -70.2% | -28.9% | -41.3% | -69.1% |
| All | -70.2% | -29.6% | -40.6% | -69.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling