+20.3%
CVX vs PYPL
+32.6%
-12.3%
-16.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.7% | 0.0% | +1.8% |
| 7D | +3.4% | +0.1% | +3.4% | +3.4% |
| 30D | -1.0% | +5.7% | -6.6% | -0.6% |
| 3M | +12.2% | -1.9% | +14.1% | +12.4% |
| 6M | +20.3% | +31.8% | -11.5% | +22.2% |
| All | +20.3% | +32.6% | -12.3% | +22.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling