+40.1%
PYPL vs EQIX
+246.8%
-206.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQIX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.6% | 0.0% |
| 7D | -2.3% | +0.2% | -2.4% | -2.4% |
| 30D | -9.0% | -2.5% | -6.6% | -7.6% |
| 3M | +30.6% | 0.0% | +30.6% | +30.1% |
| 6M | +18.6% | +7.6% | +10.9% | +13.1% |
| YTD | -7.2% | +37.5% | -44.7% | -23.8% |
| 1Y | -19.3% | +32.9% | -52.2% | -32.6% |
| 3Y | -12.3% | +42.8% | -55.0% | -32.4% |
| 5Y | -80.9% | +35.8% | -116.7% | -85.1% |
| All | +40.1% | +246.8% | -206.7% | -29.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EQIX.
Daily Out/Under-Performance
Portfolio return minus EQIX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQIX 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 EQIX 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