+39.0%
PYPL vs EWT
+512.3%
-473.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.5% | +4.7% | +4.0% |
| 7D | -5.9% | -1.1% | -4.8% | -5.3% |
| 30D | -9.4% | +4.8% | -14.2% | -12.7% |
| 3M | +31.3% | +11.1% | +20.2% | +17.8% |
| 6M | +19.1% | +54.6% | -35.5% | -20.5% |
| YTD | -7.9% | +71.4% | -79.3% | -44.2% |
| 1Y | -17.9% | +82.1% | -100.0% | -53.0% |
| 3Y | -11.6% | +193.2% | -204.8% | -68.6% |
| 5Y | -81.0% | +146.1% | -227.1% | -92.0% |
| All | +39.0% | +512.3% | -473.3% | -70.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EWT.
Daily Out/Under-Performance
Portfolio return minus EWT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWT 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 EWT 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