+406.5%
CSCO vs PYPL
+59.8%
+346.7%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.1% | +1.4% | +3.7% | +4.8% |
| 7D | -2.9% | +2.2% | -5.1% | -3.4% |
| 30D | -16.7% | +8.1% | -24.8% | -18.3% |
| 3M | -18.4% | +1.9% | -20.4% | -19.3% |
| 6M | +2.9% | +33.1% | -30.2% | -5.7% |
| YTD | +30.4% | +3.8% | +26.7% | +26.0% |
| 1Y | +41.4% | -8.3% | +49.7% | +41.0% |
| 3Y | +104.7% | +11.9% | +92.8% | +86.5% |
| 5Y | +96.9% | -70.4% | +167.4% | +155.3% |
| 10Y | +321.5% | +47.2% | +274.3% | +176.6% |
| All | +406.5% | +59.8% | +346.7% | +214.2% |
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 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