-36.7%
PYPL vs EQX
+232.0%
-268.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -2.3% | -3.2% | +0.9% | -1.9% |
| 30D | -9.0% | +7.8% | -16.8% | -9.9% |
| 3M | +30.6% | +21.3% | +9.2% | +27.1% |
| 6M | +18.6% | -22.4% | +41.0% | +21.1% |
| YTD | -7.2% | -11.3% | +4.1% | -7.4% |
| 1Y | -19.3% | +13.5% | -32.8% | -22.4% |
| 3Y | -12.3% | +162.1% | -174.4% | -27.4% |
| 5Y | -80.9% | +84.2% | -165.1% | -84.3% |
| All | -36.7% | +232.0% | -268.7% | -36.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EQX.
Daily Out/Under-Performance
Portfolio return minus EQX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EQX 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 EQX 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