-69.6%
PYPL vs CEG
+703.5%
-773.1%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -1.7% | -0.2% | -1.7% |
| 7D | -4.3% | +1.3% | -5.7% | -4.6% |
| 30D | -11.5% | +8.8% | -20.3% | -12.5% |
| 3M | +26.1% | +17.0% | +9.2% | +23.1% |
| 6M | +13.7% | -8.7% | +22.4% | +14.3% |
| YTD | -9.8% | -16.4% | +6.6% | -8.5% |
| 1Y | -22.1% | -1.8% | -20.3% | -23.2% |
| 3Y | -13.5% | +175.8% | -189.3% | -33.8% |
| All | -69.6% | +703.5% | -773.1% | -78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CEG.
Daily Out/Under-Performance
Portfolio return minus CEG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CEG 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 CEG 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