+38.8%
PYPL vs CAG
-35.6%
+74.4%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -4.3% | -6.6% | +2.3% | -3.4% |
| 30D | -11.5% | +2.3% | -13.8% | -11.8% |
| 3M | +26.1% | +16.3% | +9.8% | +23.3% |
| 6M | +13.7% | -16.0% | +29.7% | +16.1% |
| YTD | -9.8% | -7.7% | -2.1% | -9.5% |
| 1Y | -22.1% | -16.0% | -6.0% | -20.7% |
| 3Y | -13.5% | -37.7% | +24.2% | -8.4% |
| 5Y | -81.6% | -41.2% | -40.4% | -80.5% |
| 10Y | +38.8% | -33.8% | +72.6% | +41.7% |
| All | +38.8% | -35.6% | +74.4% | +41.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CAG.
Daily Out/Under-Performance
Portfolio return minus CAG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAG 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 CAG 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