+61.9%
PYPL vs CB
+339.6%
-277.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.6% | -3.7% | -2.7% |
| 7D | +1.0% | +0.7% | +0.3% | +0.7% |
| 30D | +5.9% | +8.2% | -2.3% | +2.5% |
| 3M | -0.2% | +6.3% | -6.5% | -2.7% |
| 6M | +30.3% | +16.2% | +14.1% | +22.1% |
| YTD | +1.6% | +19.3% | -17.8% | -6.3% |
| 1Y | -10.3% | +29.2% | -39.5% | -20.0% |
| 3Y | +8.5% | +71.4% | -62.9% | -15.3% |
| 5Y | -71.0% | +104.2% | -175.2% | -79.3% |
| 10Y | +46.9% | +246.7% | -199.7% | -26.9% |
| All | +61.9% | +339.6% | -277.7% | -34.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling