+458.5%
CSCO vs PYPL
+46.2%
+412.3%
-42.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +1.3% |
| 7D | -0.7% | +2.7% | -3.3% | -1.4% |
| 30D | -10.1% | -4.9% | -5.2% | -9.4% |
| 3M | -15.7% | +28.9% | -44.6% | -22.0% |
| 6M | +36.3% | +18.2% | +18.0% | +28.4% |
| YTD | +43.8% | -5.0% | +48.9% | +42.2% |
| 1Y | +63.9% | -18.8% | +82.8% | +68.4% |
| 3Y | +104.4% | -12.6% | +116.9% | +99.1% |
| 5Y | +111.4% | -80.8% | +192.1% | +216.3% |
| 10Y | +361.7% | +49.9% | +311.8% | +198.8% |
| All | +458.5% | +46.2% | +412.3% | +254.7% |
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 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