+9.7%
PYPL vs CEG
+114.1%
-104.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CEG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.3% | -3.8% | 0.0% |
| 7D | +3.9% | -4.7% | +8.6% | +4.4% |
| 30D | +7.8% | -16.6% | +24.4% | +9.8% |
| 3M | -0.7% | -4.1% | +3.5% | -0.6% |
| 6M | +28.8% | -22.3% | +51.1% | +31.7% |
| YTD | +2.4% | -28.9% | +31.3% | +5.1% |
| 1Y | -9.6% | -28.5% | +18.9% | -7.4% |
| 3Y | +9.7% | +104.3% | -94.6% | -6.1% |
| All | +9.7% | +114.1% | -104.5% | -6.1% |
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