+167.0%
CVX vs PYPL
-81.3%
+248.3%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -3.2% | +3.8% | +0.9% |
| 7D | -0.6% | +1.7% | -2.3% | -0.8% |
| 30D | +13.4% | -9.7% | +23.2% | +14.3% |
| 3M | +11.8% | +29.2% | -17.4% | +8.7% |
| 6M | +12.4% | +13.9% | -1.4% | +10.5% |
| YTD | +41.5% | -8.1% | +49.6% | +41.7% |
| 1Y | +41.6% | -21.4% | +63.0% | +44.1% |
| 3Y | +42.2% | -11.8% | +54.1% | +40.5% |
| All | +167.0% | -81.3% | +248.3% | +201.9% |
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 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