-19.0%
PYPL vs CAPR
+48.7%
-67.8%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.3% | -4.6% | -3.3% |
| 7D | +2.4% | -2.0% | +4.4% | +2.4% |
| 30D | -5.1% | +139.2% | -144.3% | -4.6% |
| 3M | +28.6% | -66.4% | +94.9% | +28.1% |
| 6M | +17.9% | -63.1% | +81.1% | +17.6% |
| YTD | -5.3% | -67.4% | +62.2% | -5.5% |
| 1Y | -19.0% | +58.2% | -77.3% | -17.2% |
| All | -19.0% | +48.7% | -67.8% | -17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 1y: compounded portfolio wealth divided by compounded CAPR 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…
1y analysis · Full analysis span regression · 6 months rolling