+708.8%
COST vs PYPL
+46.2%
+662.5%
-31.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.0% | +2.0% | -0.5% |
| 7D | -3.1% | +2.7% | -5.8% | -3.6% |
| 30D | -2.8% | -4.9% | +2.1% | -2.2% |
| 3M | -5.7% | +28.9% | -34.6% | -10.6% |
| 6M | -8.8% | +18.2% | -27.0% | -12.4% |
| YTD | +6.7% | -5.0% | +11.7% | +6.1% |
| 1Y | -3.6% | -18.8% | +15.2% | -1.6% |
| 3Y | +75.1% | -12.6% | +87.7% | +71.7% |
| 5Y | +108.9% | -80.8% | +189.7% | +172.2% |
| 10Y | +586.2% | +49.9% | +536.3% | +458.4% |
| All | +708.8% | +46.2% | +662.5% | +548.6% |
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