-9.9%
PYPL vs CEG
+182.6%
-192.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +4.9% | -7.9% | -3.6% |
| 7D | +2.7% | +8.0% | -5.3% | +1.7% |
| 30D | -4.9% | +12.9% | -17.8% | -6.3% |
| 3M | +28.9% | +13.2% | +15.7% | +26.8% |
| 6M | +18.2% | -7.0% | +25.2% | +18.6% |
| YTD | -5.0% | -15.0% | +10.0% | -4.1% |
| 1Y | -18.8% | -2.7% | -16.1% | -19.7% |
| All | -9.9% | +182.6% | -192.4% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling