-81.0%
PYPL vs CARR
+6.4%
-87.4%
-86.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CARR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.3% | +4.4% | +3.2% |
| 7D | -5.9% | -4.1% | -1.8% | -4.3% |
| 30D | -9.4% | -11.0% | +1.6% | -4.8% |
| 3M | +31.3% | -16.4% | +47.7% | +40.1% |
| 6M | +19.1% | -2.4% | +21.5% | +15.7% |
| YTD | -7.9% | +8.4% | -16.3% | -16.5% |
| 1Y | -17.9% | -8.0% | -9.9% | -18.8% |
| 3Y | -11.6% | +0.6% | -12.2% | -20.2% |
| 5Y | -81.0% | +7.7% | -88.8% | -85.7% |
| All | -81.0% | +6.4% | -87.4% | -85.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling