+113.5%
CSCO vs PYPL
-12.0%
+125.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.4% | +0.8% | +3.6% | +4.3% |
| 7D | +2.7% | -2.3% | +4.9% | +3.0% |
| 30D | -9.5% | -9.0% | -0.5% | -8.6% |
| 3M | -7.6% | +30.6% | -38.2% | -11.9% |
| 6M | +44.9% | +18.6% | +26.3% | +40.1% |
| YTD | +47.7% | -7.2% | +54.9% | +48.3% |
| 1Y | +69.1% | -19.3% | +88.3% | +74.4% |
| 3Y | +113.5% | -12.3% | +125.8% | +111.2% |
| All | +113.5% | -12.0% | +125.5% | +111.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling