+221.9%
CVX vs PYPL
+36.1%
+185.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.9% | +3.8% | +2.3% |
| 7D | +1.0% | -4.3% | +5.3% | +1.7% |
| 30D | +10.7% | -11.5% | +22.1% | +12.8% |
| 3M | +15.5% | +26.1% | -10.7% | +9.6% |
| 6M | +14.9% | +13.7% | +1.2% | +10.8% |
| YTD | +44.2% | -9.8% | +54.1% | +44.6% |
| 1Y | +43.5% | -22.1% | +65.6% | +47.7% |
| 3Y | +45.0% | -13.5% | +58.5% | +41.4% |
| 5Y | +172.2% | -81.6% | +253.8% | +283.2% |
| 10Y | +221.9% | +38.8% | +183.1% | +155.3% |
| All | +221.9% | +36.1% | +185.8% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling