-42.0%
PYPL vs CARR
+421.5%
-463.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.4% | -0.7% | +0.4% |
| 7D | -2.3% | -3.8% | +1.5% | -1.2% |
| 30D | -9.0% | -8.9% | -0.1% | -6.7% |
| 3M | +30.6% | -17.3% | +47.9% | +36.7% |
| 6M | +18.6% | -1.4% | +20.0% | +16.6% |
| YTD | -7.2% | +10.0% | -17.2% | -12.3% |
| 1Y | -19.3% | -6.4% | -12.9% | -19.8% |
| 3Y | -12.3% | +1.5% | -13.8% | -15.6% |
| 5Y | -80.9% | +9.3% | -90.2% | -83.0% |
| All | -42.0% | +421.5% | -463.5% | -49.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CARR.
Daily Out/Under-Performance
Portfolio return minus CARR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CARR 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 CARR 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