+760.1%
COST vs PYPL
+48.4%
+711.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +1.7% | -0.4% | +1.0% |
| 7D | +5.0% | +0.1% | +4.9% | +5.0% |
| 30D | +12.8% | +5.7% | +7.1% | +11.7% |
| 3M | +15.2% | -1.9% | +17.1% | +15.2% |
| 6M | +7.4% | +31.8% | -24.4% | +1.2% |
| YTD | +29.0% | +2.4% | +26.6% | +26.5% |
| 1Y | +20.3% | -8.2% | +28.5% | +20.5% |
| 3Y | +99.0% | +10.2% | +88.8% | +86.1% |
| 5Y | +125.7% | -71.2% | +196.9% | +171.8% |
| All | +760.1% | +48.4% | +711.8% | +587.8% |
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 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