-13.0%
PYPL vs IEFA
+64.1%
-77.0%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | IEFA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.9% | +3.1% | +3.1% |
| 7D | -5.9% | -2.4% | -3.5% | -3.7% |
| 30D | -9.4% | -2.1% | -7.3% | -7.5% |
| 3M | +31.3% | +5.5% | +25.8% | +24.4% |
| 6M | +19.1% | +8.1% | +11.0% | +9.4% |
| YTD | -7.9% | +11.9% | -19.8% | -19.3% |
| 1Y | -17.9% | +18.1% | -36.0% | -32.4% |
| All | -13.0% | +64.1% | -77.0% | -54.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling