+1,184.1%
CAT vs PYPL
+46.2%
+1,137.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | -3.0% | +4.8% | +2.4% |
| 7D | +1.7% | +2.7% | -1.0% | +1.0% |
| 30D | -6.6% | -4.9% | -1.7% | -5.8% |
| 3M | -13.3% | +28.9% | -42.2% | -19.5% |
| 6M | +11.6% | +18.2% | -6.6% | +5.3% |
| YTD | +42.9% | -5.0% | +48.0% | +41.4% |
| 1Y | +95.4% | -18.8% | +114.3% | +100.5% |
| 3Y | +196.6% | -12.6% | +209.2% | +192.4% |
| 5Y | +321.7% | -80.8% | +402.4% | +499.1% |
| 10Y | +1,140.8% | +49.9% | +1,090.9% | +673.1% |
| All | +1,184.1% | +46.2% | +1,137.9% | +681.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling