+606.1%
COST vs PYPL
+44.3%
+561.8%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.8% | -0.5% | +0.1% |
| 7D | -1.2% | -2.3% | +1.1% | -0.8% |
| 30D | -4.7% | -9.0% | +4.3% | -3.4% |
| 3M | -7.1% | +30.6% | -37.7% | -12.2% |
| 6M | -8.5% | +18.6% | -27.1% | -12.3% |
| YTD | +5.4% | -7.2% | +12.6% | +5.2% |
| 1Y | -5.6% | -19.3% | +13.6% | -3.5% |
| 3Y | +68.5% | -12.3% | +80.8% | +64.9% |
| 5Y | +105.2% | -80.9% | +186.1% | +169.8% |
| All | +606.1% | +44.3% | +561.8% | +507.0% |
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