-73.9%
PYPL vs CAPR
+142.6%
-216.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.7% | -4.2% | +0.4% |
| 7D | +3.9% | +41.1% | -37.2% | +3.7% |
| 30D | +7.8% | +11.1% | -3.3% | +7.7% |
| 3M | -0.7% | +115.3% | -116.0% | -1.2% |
| 6M | +28.8% | -73.8% | +102.6% | +29.0% |
| YTD | +2.4% | -68.8% | +71.2% | +2.4% |
| 1Y | -9.6% | +43.3% | -52.9% | -12.0% |
| 3Y | +9.7% | +214.7% | -205.0% | -7.3% |
| All | -73.9% | +142.6% | -216.5% | -79.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling