+40.1%
PYPL vs IEFA
+148.3%
-108.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.0% | -0.2% | -0.4% |
| 7D | -2.3% | -1.6% | -0.7% | -0.5% |
| 30D | -9.0% | -1.5% | -7.5% | -7.4% |
| 3M | +30.6% | +3.4% | +27.2% | +25.2% |
| 6M | +18.6% | +9.5% | +9.1% | +5.3% |
| YTD | -7.2% | +13.0% | -20.2% | -21.1% |
| 1Y | -19.3% | +18.0% | -37.3% | -34.8% |
| 3Y | -12.3% | +65.4% | -77.7% | -53.1% |
| 5Y | -80.9% | +51.6% | -132.5% | -88.5% |
| All | +40.1% | +148.3% | -108.2% | -47.3% |
Cumulative growth
Daily Returns
Daily percentage return beside IEFA.
Daily Out/Under-Performance
Portfolio return minus IEFA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IEFA 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 IEFA 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