+114.8%
CSCO vs PYPL
-81.6%
+196.4%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.5% |
| 7D | 0.0% | -4.3% | +4.3% | +0.6% |
| 30D | -10.7% | -11.5% | +0.7% | -9.4% |
| 3M | -8.7% | +26.1% | -34.9% | -12.7% |
| 6M | +44.9% | +13.7% | +31.2% | +40.7% |
| YTD | +44.1% | -9.8% | +54.0% | +44.6% |
| 1Y | +65.9% | -22.1% | +87.9% | +70.3% |
| 3Y | +109.0% | -13.5% | +122.5% | +107.2% |
| 5Y | +114.8% | -81.6% | +196.4% | +149.4% |
| All | +114.8% | -81.6% | +196.4% | +149.4% |
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