+50.1%
PYPL vs CAPR
-59.1%
+109.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +26.5% | -25.3% | +0.7% |
| 7D | -1.2% | +25.8% | -27.0% | -1.7% |
| 30D | +6.1% | +50.2% | -44.1% | +5.2% |
| 3M | +1.1% | +185.5% | -184.4% | -1.5% |
| 6M | +32.7% | -64.8% | +97.6% | +33.2% |
| YTD | +2.8% | -61.1% | +63.9% | +2.8% |
| 1Y | -10.8% | +81.0% | -91.7% | -17.6% |
| 3Y | +9.8% | +300.7% | -290.9% | -6.1% |
| 5Y | -70.2% | +223.3% | -293.6% | -74.9% |
| 10Y | +50.1% | -58.8% | +108.8% | +15.5% |
| All | +50.1% | -59.1% | +109.1% | +15.5% |
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