+51.4%
PYPL vs CAPR
-80.8%
+132.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.3% | -4.3% | -3.1% |
| 7D | +2.7% | -2.0% | +4.7% | +2.7% |
| 30D | -4.9% | +139.2% | -144.1% | -6.8% |
| 3M | +28.9% | -66.4% | +95.2% | +29.8% |
| 6M | +18.2% | -63.1% | +81.4% | +18.7% |
| YTD | -5.0% | -67.4% | +62.4% | -4.5% |
| 1Y | -18.8% | +58.2% | -77.1% | -25.1% |
| 3Y | -12.6% | +42.2% | -54.8% | -22.8% |
| 5Y | -80.8% | +87.3% | -168.0% | -83.5% |
| 10Y | +49.9% | -75.3% | +125.2% | +17.5% |
| All | +51.4% | -80.8% | +132.2% | +22.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling