-81.3%
PYPL vs EWT
+152.4%
-233.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.6% | -2.7% | -2.9% |
| 7D | +1.7% | +1.6% | +0.1% | +0.7% |
| 30D | -9.7% | +8.2% | -17.9% | -14.3% |
| 3M | +29.2% | +11.1% | +18.1% | +18.0% |
| 6M | +13.9% | +60.4% | -46.6% | -23.7% |
| YTD | -8.1% | +75.6% | -83.7% | -43.3% |
| 1Y | -21.4% | +91.3% | -112.7% | -55.2% |
| 3Y | -11.8% | +200.3% | -212.1% | -69.9% |
| All | -81.3% | +152.4% | -233.7% | -92.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling