+255.7%
CVX vs PYPL
+46.2%
+209.5%
-55.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PYPL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -3.0% | +1.7% | -0.7% |
| 7D | +3.3% | +2.7% | +0.7% | +2.7% |
| 30D | +12.9% | -4.9% | +17.8% | +13.6% |
| 3M | +11.7% | +28.9% | -17.2% | +5.2% |
| 6M | +14.1% | +18.2% | -4.1% | +9.0% |
| YTD | +40.7% | -5.0% | +45.7% | +39.6% |
| 1Y | +37.5% | -18.8% | +56.3% | +40.6% |
| 3Y | +43.9% | -12.6% | +56.5% | +40.2% |
| 5Y | +161.5% | -80.8% | +242.2% | +268.7% |
| 10Y | +215.1% | +49.9% | +165.2% | +103.0% |
| All | +255.7% | +46.2% | +209.5% | +119.8% |
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