+158.3%
CAT vs PYPL
+10.1%
+148.2%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.7% | -2.5% | -1.1% |
| 7D | +7.4% | +0.1% | +7.4% | +7.4% |
| 30D | -19.7% | +5.7% | -25.3% | -20.5% |
| 3M | -29.6% | -1.9% | -27.7% | -29.6% |
| 6M | -33.2% | +31.8% | -65.0% | -37.2% |
| YTD | +5.7% | +2.4% | +3.2% | +4.9% |
| 1Y | +9.3% | -8.2% | +17.6% | +12.3% |
| 3Y | +158.3% | +10.2% | +148.1% | +147.6% |
| All | +158.3% | +10.1% | +148.2% | +147.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling