-7.9%
PYPL vs EWZ
+7.8%
-15.7%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | +1.6% | +1.8% | +3.2% |
| 7D | +6.5% | -4.1% | +10.5% | +7.1% |
| 30D | +10.6% | -25.0% | +35.6% | +15.0% |
| 3M | +3.1% | -10.6% | +13.7% | +4.6% |
| 6M | +20.2% | -16.6% | +36.8% | +22.2% |
| YTD | +4.0% | +2.5% | +1.5% | -0.3% |
| 1Y | -7.9% | +8.1% | -16.0% | -19.2% |
| All | -7.9% | +7.8% | -15.7% | -19.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EWZ.
Daily Out/Under-Performance
Portfolio return minus EWZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EWZ 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 1y: compounded portfolio wealth divided by compounded EWZ 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…
1y analysis · Full analysis span regression · 6 months rolling