+51.4%
PYPL vs EFX
+102.6%
-51.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EFX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -6.4% | +3.3% | +0.3% |
| 7D | +2.7% | -8.6% | +11.3% | +7.6% |
| 30D | -4.9% | +0.1% | -5.0% | -5.5% |
| 3M | +28.9% | +3.8% | +25.0% | +25.1% |
| 6M | +18.2% | -13.5% | +31.8% | +25.7% |
| YTD | -5.0% | -17.7% | +12.6% | +3.6% |
| 1Y | -18.8% | -25.6% | +6.7% | -7.3% |
| 3Y | -12.6% | -12.1% | -0.5% | -13.2% |
| 5Y | -80.8% | -33.8% | -47.0% | -78.3% |
| 10Y | +49.9% | +45.1% | +4.8% | +9.4% |
| All | +51.4% | +102.6% | -51.2% | -16.5% |
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