+51.4%
PYPL vs MSCI
+959.0%
-907.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MSCI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | +2.7% | +0.4% | +2.3% | +2.4% |
| 30D | -4.9% | +0.6% | -5.5% | -5.3% |
| 3M | +28.9% | -7.1% | +36.0% | +34.1% |
| 6M | +18.2% | +0.8% | +17.4% | +16.2% |
| YTD | -5.0% | +1.0% | -6.0% | -6.8% |
| 1Y | -18.8% | +4.3% | -23.1% | -22.3% |
| 3Y | -12.6% | +9.9% | -22.5% | -22.1% |
| 5Y | -80.8% | -6.8% | -74.0% | -81.4% |
| 10Y | +49.9% | +614.7% | -564.7% | -61.4% |
| All | +51.4% | +959.0% | -907.6% | -70.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MSCI.
Daily Out/Under-Performance
Portfolio return minus MSCI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MSCI 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 MSCI 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