+51.4%
PYPL vs EWT
+512.0%
-460.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.9% | -4.9% | -4.4% |
| 7D | +2.7% | +4.0% | -1.3% | -0.3% |
| 30D | -4.9% | +10.3% | -15.2% | -11.6% |
| 3M | +28.9% | +6.1% | +22.8% | +20.2% |
| 6M | +18.2% | +56.6% | -38.4% | -20.9% |
| YTD | -5.0% | +76.6% | -81.6% | -42.9% |
| 1Y | -18.8% | +97.9% | -116.7% | -55.9% |
| 3Y | -12.6% | +198.0% | -210.6% | -68.0% |
| 5Y | -80.8% | +151.8% | -232.5% | -91.8% |
| 10Y | +49.9% | +514.1% | -464.2% | -68.2% |
| All | +51.4% | +512.0% | -460.6% | -65.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling