+674.0%
CAT vs PYPL
+41.9%
+632.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.1% | -0.3% | -1.9% |
| 7D | -6.3% | +1.0% | -7.3% | -6.5% |
| 30D | -26.8% | +5.9% | -32.7% | -27.8% |
| 3M | -30.0% | -0.2% | -29.8% | -30.3% |
| 6M | -34.6% | +30.3% | -64.9% | -39.3% |
| YTD | +2.9% | +1.6% | +1.3% | +0.2% |
| 1Y | +3.3% | -10.3% | +13.6% | +3.8% |
| 3Y | +153.7% | +8.5% | +145.2% | +137.7% |
| 5Y | +207.3% | -71.0% | +278.2% | +283.8% |
| 10Y | +674.0% | +46.9% | +627.1% | +463.6% |
| All | +674.0% | +41.9% | +632.2% | +463.6% |
Cumulative growth
Daily Returns
Daily percentage return beside PYPL.
Daily Out/Under-Performance
Portfolio return minus PYPL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PYPL 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 PYPL 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