+381.9%
CSCO vs PYPL
+57.6%
+324.2%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.5% | -2.4% | -2.1% |
| 7D | -10.2% | +3.9% | -14.1% | -11.0% |
| 30D | -20.1% | +7.8% | -27.9% | -21.6% |
| 3M | -22.1% | -0.7% | -21.4% | -22.4% |
| 6M | +3.2% | +28.8% | -25.6% | -4.7% |
| YTD | +24.1% | +2.4% | +21.7% | +20.2% |
| 1Y | +34.6% | -9.6% | +44.2% | +34.7% |
| 3Y | +90.0% | +9.7% | +80.3% | +74.0% |
| 5Y | +88.6% | -73.5% | +162.0% | +153.1% |
| 10Y | +316.5% | +46.5% | +270.1% | +173.5% |
| All | +381.9% | +57.6% | +324.2% | +199.9% |
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