+32.7%
PYPL vs CAPR
-63.0%
+95.7%
-16.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +26.5% | -25.3% | +0.8% |
| 7D | -1.2% | +25.8% | -27.0% | -1.6% |
| 30D | +6.1% | +50.2% | -44.1% | +5.4% |
| 3M | +1.1% | +185.5% | -184.4% | -0.6% |
| 6M | +32.7% | -64.8% | +97.6% | +26.9% |
| All | +32.7% | -63.0% | +95.7% | +26.9% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling