+46.9%
PYPL vs CF
+494.2%
-447.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.6% | -4.7% | -2.6% |
| 7D | +1.0% | +4.8% | -3.8% | 0.0% |
| 30D | +5.9% | +9.7% | -3.8% | +3.8% |
| 3M | -0.2% | +1.2% | -1.5% | -1.0% |
| 6M | +30.3% | +7.4% | +22.9% | +27.2% |
| YTD | +1.6% | +60.5% | -59.0% | -11.2% |
| 1Y | -10.3% | +50.7% | -61.0% | -20.5% |
| 3Y | +8.5% | +64.8% | -56.3% | -8.0% |
| 5Y | -71.0% | +115.8% | -186.7% | -78.1% |
| 10Y | +46.9% | +481.0% | -434.1% | -15.0% |
| All | +46.9% | +494.2% | -447.2% | -15.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CF.
Daily Out/Under-Performance
Portfolio return minus CF return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CF 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 CF 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