-71.7%
PYPL vs CB
+105.8%
-177.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +0.4% | -2.4% | -2.1% |
| 7D | -1.1% | 0.0% | -1.2% | -1.2% |
| 30D | +3.8% | +7.4% | -3.6% | +1.3% |
| 3M | -1.3% | +8.6% | -9.9% | -4.0% |
| 6M | +29.0% | +16.1% | +12.9% | +22.2% |
| YTD | +0.7% | +20.2% | -19.5% | -6.2% |
| 1Y | -12.3% | +27.2% | -39.5% | -20.2% |
| 3Y | +7.6% | +72.7% | -65.0% | -15.1% |
| 5Y | -71.7% | +105.9% | -177.6% | -79.8% |
| All | -71.7% | +105.8% | -177.5% | -79.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling