-18.8%
PYPL vs CAPR
+48.7%
-67.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.0% |
| 7D | +2.7% | -2.0% | +4.7% | +2.7% |
| 30D | -4.9% | +139.2% | -144.1% | -4.4% |
| 3M | +28.9% | -66.4% | +95.2% | +28.4% |
| 6M | +18.2% | -63.1% | +81.4% | +17.9% |
| YTD | -5.0% | -67.4% | +62.4% | -5.3% |
| 1Y | -18.8% | +58.2% | -77.1% | -17.0% |
| All | -18.8% | +48.7% | -67.6% | -17.0% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling