+39.0%
PYPL vs EWZ
+96.6%
-57.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.9% | +1.7% |
| 7D | -5.9% | +1.1% | -7.1% | -6.4% |
| 30D | -9.4% | +13.5% | -22.9% | -13.6% |
| 3M | +31.3% | +15.2% | +16.1% | +24.2% |
| 6M | +19.1% | +3.7% | +15.4% | +16.8% |
| YTD | -7.9% | +22.5% | -30.4% | -15.7% |
| 1Y | -17.9% | +35.3% | -53.1% | -27.8% |
| 3Y | -11.6% | +50.2% | -61.8% | -25.7% |
| 5Y | -81.0% | +64.6% | -145.6% | -84.9% |
| All | +39.0% | +96.6% | -57.6% | +2.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling