+38.8%
PYPL vs EW
+121.7%
-82.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.6% | -1.3% | -1.6% |
| 7D | -4.3% | -5.1% | +0.8% | -2.1% |
| 30D | -11.5% | -6.4% | -5.1% | -9.0% |
| 3M | +26.1% | -1.6% | +27.7% | +26.5% |
| 6M | +13.7% | +2.3% | +11.4% | +11.7% |
| YTD | -9.8% | +1.1% | -10.9% | -11.1% |
| 1Y | -22.1% | +8.0% | -30.1% | -25.6% |
| 3Y | -13.5% | +16.3% | -29.8% | -25.9% |
| 5Y | -81.6% | -29.4% | -52.2% | -80.1% |
| 10Y | +38.8% | +125.6% | -86.8% | -8.3% |
| All | +38.8% | +121.7% | -82.9% | -8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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