-11.8%
PYPL vs EWT
+199.6%
-211.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -3.0% |
| 7D | +1.7% | +1.6% | +0.1% | +1.0% |
| 30D | -9.7% | +8.2% | -17.9% | -12.7% |
| 3M | +29.2% | +11.1% | +18.1% | +21.9% |
| 6M | +13.9% | +60.4% | -46.6% | -13.9% |
| YTD | -8.1% | +75.6% | -83.7% | -34.6% |
| 1Y | -21.4% | +91.3% | -112.7% | -47.1% |
| 3Y | -11.8% | +200.3% | -212.1% | -62.0% |
| All | -11.8% | +199.6% | -211.4% | -62.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling