+36.9%
PYPL vs CAPR
-77.1%
+114.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -3.6% | +0.4% | -3.2% |
| 7D | +1.7% | -9.5% | +11.2% | +1.9% |
| 30D | -9.7% | +121.5% | -131.3% | -11.4% |
| 3M | +29.2% | -65.4% | +94.6% | +30.0% |
| 6M | +13.9% | -67.5% | +81.4% | +14.6% |
| YTD | -8.1% | -68.6% | +60.5% | -7.6% |
| 1Y | -21.4% | +42.7% | -64.1% | -27.0% |
| 3Y | -11.8% | +43.4% | -55.2% | -22.0% |
| 5Y | -81.1% | +86.0% | -167.2% | -83.8% |
| 10Y | +36.9% | -77.4% | +114.3% | +4.6% |
| All | +36.9% | -77.1% | +114.1% | +4.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling