-12.3%
PYPL vs EQX
+168.9%
-181.2%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EQX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.6% | -0.9% | +0.6% |
| 7D | -2.3% | -3.2% | +0.9% | -2.0% |
| 30D | -9.0% | +7.8% | -16.8% | -9.6% |
| 3M | +30.6% | +21.3% | +9.2% | +28.3% |
| 6M | +18.6% | -22.4% | +41.0% | +20.4% |
| YTD | -7.2% | -11.3% | +4.1% | -7.2% |
| 1Y | -19.3% | +13.5% | -32.8% | -21.5% |
| 3Y | -12.3% | +162.1% | -174.4% | -25.2% |
| All | -12.3% | +168.9% | -181.2% | -25.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling