+268.9%
CVX vs PYPL
+55.1%
+213.8%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -2.0% | +3.4% | +1.8% |
| 7D | +1.6% | -1.1% | +2.7% | +1.8% |
| 30D | -0.6% | +3.8% | -4.4% | -1.5% |
| 3M | +11.0% | -1.3% | +12.3% | +10.7% |
| 6M | +18.4% | +29.0% | -10.6% | +11.3% |
| YTD | +45.9% | +0.7% | +45.2% | +42.9% |
| 1Y | +46.7% | -12.3% | +58.9% | +47.9% |
| 3Y | +71.6% | +7.6% | +63.9% | +59.4% |
| 5Y | +131.4% | -71.7% | +203.1% | +190.8% |
| 10Y | +209.3% | +47.1% | +162.2% | +102.7% |
| All | +268.9% | +55.1% | +213.8% | +124.8% |
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