+104.7%
COST vs PYPL
-81.3%
+186.0%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.2% | -2.2% | -0.3% |
| 7D | -2.5% | -5.9% | +3.5% | -1.7% |
| 30D | -4.4% | -9.4% | +5.0% | -3.4% |
| 3M | -8.1% | +31.3% | -39.4% | -11.9% |
| 6M | -9.2% | +19.1% | -28.3% | -12.0% |
| YTD | +5.1% | -7.9% | +13.0% | +5.3% |
| 1Y | -5.1% | -17.9% | +12.8% | -3.5% |
| 3Y | +70.4% | -11.6% | +82.0% | +67.6% |
| 5Y | +104.7% | -81.0% | +185.7% | +132.0% |
| All | +104.7% | -81.3% | +186.0% | +132.0% |
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 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