+183.3%
CAT vs PYPL
-73.7%
+257.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | +0.5% | +0.4% | +0.8% |
| 7D | -10.3% | +3.9% | -14.2% | -10.9% |
| 30D | -31.2% | +7.8% | -39.0% | -32.1% |
| 3M | -34.7% | -0.7% | -34.0% | -34.8% |
| 6M | -39.5% | +28.8% | -68.2% | -42.8% |
| YTD | -1.7% | +2.4% | -4.0% | -3.5% |
| 1Y | -1.1% | -9.6% | +8.5% | -0.2% |
| 3Y | +143.9% | +9.7% | +134.2% | +133.3% |
| All | +183.3% | -73.7% | +257.0% | +213.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling