+61.9%
PYPL vs CAG
-32.2%
+94.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -0.7% | -1.5% | -2.0% |
| 7D | +1.0% | +6.6% | -5.7% | -0.1% |
| 30D | +5.9% | +13.9% | -8.1% | +3.5% |
| 3M | -0.2% | +4.0% | -4.3% | -1.2% |
| 6M | +30.3% | +10.0% | +20.3% | +27.7% |
| YTD | +1.6% | -6.1% | +7.7% | +1.5% |
| 1Y | -10.3% | -4.3% | -6.0% | -10.7% |
| 3Y | +8.5% | -34.6% | +43.1% | +14.9% |
| 5Y | -71.0% | -39.4% | -31.5% | -69.1% |
| 10Y | +46.9% | -34.2% | +81.1% | +45.0% |
| All | +61.9% | -32.2% | +94.1% | +61.1% |
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 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