+63.3%
PYPL vs CAH
+353.8%
-290.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.1% | +0.6% | +1.4% |
| 7D | +0.1% | +3.5% | -3.4% | -0.8% |
| 30D | +5.7% | +13.5% | -7.8% | +2.5% |
| 3M | -1.9% | +21.8% | -23.8% | -6.6% |
| 6M | +31.8% | +51.5% | -19.7% | +18.7% |
| YTD | +2.4% | +38.1% | -35.6% | -6.1% |
| 1Y | -8.2% | +37.7% | -46.0% | -15.9% |
| 3Y | +10.2% | +179.6% | -169.4% | -17.8% |
| 5Y | -71.2% | +504.9% | -576.2% | -82.9% |
| 10Y | +49.6% | +418.6% | -369.0% | -16.0% |
| All | +63.3% | +353.8% | -290.5% | -3.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling