+39.0%
PYPL vs CAH
+297.3%
-258.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.7% | +3.8% | +2.6% |
| 7D | -5.9% | -5.1% | -0.9% | -4.8% |
| 30D | -9.4% | -1.8% | -7.7% | -9.1% |
| 3M | +31.3% | +9.4% | +22.0% | +28.5% |
| 6M | +19.1% | +9.2% | +9.9% | +16.3% |
| YTD | -7.9% | +15.7% | -23.5% | -11.6% |
| 1Y | -17.9% | +59.7% | -77.6% | -27.6% |
| 3Y | -11.6% | +178.5% | -190.1% | -33.3% |
| 5Y | -81.0% | +398.3% | -479.3% | -87.9% |
| All | +39.0% | +297.3% | -258.2% | -14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CAH.
Daily Out/Under-Performance
Portfolio return minus CAH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAH 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 CAH 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