+39.0%
PYPL vs CBOE
+379.3%
-340.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CBOE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.5% | +3.7% | +2.5% |
| 7D | -5.9% | -3.7% | -2.3% | -5.1% |
| 30D | -9.4% | +2.0% | -11.4% | -9.9% |
| 3M | +31.3% | -4.2% | +35.6% | +32.0% |
| 6M | +19.1% | +1.2% | +17.9% | +17.0% |
| YTD | -7.9% | +15.4% | -23.3% | -12.7% |
| 1Y | -17.9% | +23.5% | -41.4% | -23.7% |
| 3Y | -11.6% | +93.2% | -104.8% | -30.3% |
| 5Y | -81.0% | +142.0% | -223.0% | -86.3% |
| All | +39.0% | +379.3% | -340.2% | -9.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CBOE.
Daily Out/Under-Performance
Portfolio return minus CBOE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CBOE 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 CBOE 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