-81.6%
PYPL vs CAG
-41.8%
-39.8%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.0% | -0.9% | -1.8% |
| 7D | -4.3% | -6.6% | +2.3% | -3.8% |
| 30D | -11.5% | +2.3% | -13.8% | -11.7% |
| 3M | +26.1% | +16.3% | +9.8% | +24.4% |
| 6M | +13.7% | -16.0% | +29.7% | +15.0% |
| YTD | -9.8% | -7.7% | -2.1% | -10.0% |
| 1Y | -22.1% | -16.0% | -6.0% | -21.3% |
| 3Y | -13.5% | -37.7% | +24.2% | -10.3% |
| 5Y | -81.6% | -41.2% | -40.4% | -81.1% |
| All | -81.6% | -41.8% | -39.8% | -81.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling