+330.5%
CSCO vs PYPL
+47.5%
+283.0%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.2% | +1.5% | +2.4% |
| 7D | -2.8% | -1.2% | -1.6% | -2.4% |
| 30D | -12.6% | +6.1% | -18.8% | -13.9% |
| 3M | -16.0% | +1.1% | -17.1% | -16.7% |
| 6M | +2.8% | +32.7% | -29.9% | -5.5% |
| YTD | +33.2% | +2.8% | +30.4% | +29.1% |
| 1Y | +43.1% | -10.8% | +53.9% | +43.9% |
| 3Y | +106.7% | +9.8% | +96.9% | +89.5% |
| 5Y | +103.6% | -70.2% | +173.8% | +164.6% |
| 10Y | +330.5% | +50.1% | +280.4% | +181.7% |
| All | +330.5% | +47.5% | +283.0% | +181.7% |
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