+51.4%
PYPL vs CAG
-31.7%
+83.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.9% | -2.1% | -2.9% |
| 7D | +2.7% | -3.8% | +6.5% | +3.3% |
| 30D | -4.9% | +3.1% | -8.0% | -5.5% |
| 3M | +28.9% | +23.5% | +5.4% | +24.1% |
| 6M | +18.2% | -14.8% | +33.1% | +21.0% |
| YTD | -5.0% | -5.4% | +0.4% | -5.0% |
| 1Y | -18.8% | -11.8% | -7.0% | -17.9% |
| 3Y | -12.6% | -36.7% | +24.1% | -6.7% |
| 5Y | -80.8% | -40.3% | -40.5% | -79.5% |
| 10Y | +49.9% | -37.0% | +86.9% | +51.5% |
| All | +51.4% | -31.7% | +83.1% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling