+63.3%
PYPL vs EWZ
+72.4%
-9.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.4% | +0.3% | +1.2% |
| 7D | +0.1% | +0.8% | -0.7% | -0.2% |
| 30D | +5.7% | -24.4% | +30.0% | +15.5% |
| 3M | -1.9% | -4.6% | +2.7% | -1.6% |
| 6M | +31.8% | -11.6% | +43.4% | +35.5% |
| YTD | +2.4% | +2.4% | +0.1% | -1.0% |
| 1Y | -8.2% | +2.1% | -10.3% | -11.4% |
| 3Y | +10.2% | +18.7% | -8.5% | +0.2% |
| 5Y | -71.2% | +54.2% | -125.4% | -76.5% |
| 10Y | +49.6% | +65.9% | -16.3% | +12.1% |
| All | +63.3% | +72.4% | -9.1% | +29.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling