-65.0%
PYPL vs CEG
+654.8%
-719.8%
-77.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +10.5% | -9.1% | 0.0% |
| 7D | +2.2% | +7.3% | -5.2% | +1.0% |
| 30D | +8.1% | -7.4% | +15.5% | +9.0% |
| 3M | +1.9% | +2.5% | -0.5% | +1.1% |
| 6M | +33.1% | -8.8% | +41.9% | +33.8% |
| YTD | +3.8% | -21.5% | +25.3% | +5.8% |
| 1Y | -8.3% | -22.5% | +14.2% | -6.5% |
| 3Y | +11.9% | +133.3% | -121.5% | -11.9% |
| All | -65.0% | +654.8% | -719.8% | -74.5% |
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