+51.4%
PYPL vs EWZ
+102.5%
-51.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EWZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.7% | -2.3% | -2.8% |
| 7D | +2.7% | +6.5% | -3.8% | +0.4% |
| 30D | -4.9% | +4.8% | -9.7% | -6.5% |
| 3M | +28.9% | +9.9% | +19.0% | +24.4% |
| 6M | +18.2% | +1.9% | +16.3% | +16.7% |
| YTD | -5.0% | +20.3% | -25.3% | -12.1% |
| 1Y | -18.8% | +35.6% | -54.4% | -28.3% |
| 3Y | -12.6% | +43.4% | -56.0% | -24.7% |
| 5Y | -80.8% | +55.9% | -136.7% | -84.2% |
| 10Y | +49.9% | +84.2% | -34.2% | +8.8% |
| All | +51.4% | +102.5% | -51.1% | +14.7% |
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