+63.3%
PYPL vs EFX
+115.3%
-52.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -6.6% |
| 3M | -1.9% | +1.7% | -3.6% | -3.9% |
| 6M | +31.8% | +18.4% | +13.5% | +18.4% |
| YTD | +2.4% | -12.5% | +15.0% | +7.4% |
| 1Y | -8.2% | -8.1% | -0.2% | -6.3% |
| 3Y | +10.2% | +4.8% | +5.4% | -1.3% |
| 5Y | -71.2% | -30.1% | -41.1% | -68.6% |
| 10Y | +49.6% | +81.5% | -31.9% | -6.5% |
| All | +63.3% | +115.3% | -52.0% | -13.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling