+45.1%
PYPL vs CB
+248.0%
-202.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.8% | +2.3% | +1.1% |
| 7D | +3.9% | +0.2% | +3.7% | +3.8% |
| 30D | +7.8% | +9.1% | -1.3% | +4.3% |
| 3M | -0.7% | +3.4% | -4.1% | -1.9% |
| 6M | +28.8% | +14.1% | +14.7% | +22.0% |
| YTD | +2.4% | +18.0% | -15.6% | -4.6% |
| 1Y | -9.6% | +30.1% | -39.7% | -19.0% |
| 3Y | +9.7% | +71.8% | -62.1% | -13.1% |
| 5Y | -73.5% | +101.8% | -175.3% | -80.6% |
| All | +45.1% | +248.0% | -202.9% | -15.9% |
Cumulative growth
Daily Returns
Daily percentage return beside CB.
Daily Out/Under-Performance
Portfolio return minus CB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CB 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 CB 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