+54.4%
PYPL vs CF
+479.1%
-424.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.1% | +1.5% | +1.7% |
| 7D | +0.1% | +4.8% | -4.7% | -0.8% |
| 30D | +5.7% | +4.7% | +1.0% | +4.5% |
| 3M | -1.9% | +7.4% | -9.3% | -3.7% |
| 6M | +31.8% | +0.6% | +31.2% | +30.6% |
| YTD | +2.4% | +64.1% | -61.7% | -10.9% |
| 1Y | -8.2% | +51.4% | -59.7% | -18.7% |
| 3Y | +10.2% | +67.8% | -57.6% | -6.9% |
| 5Y | -71.2% | +114.1% | -185.4% | -78.3% |
| All | +54.4% | +479.1% | -424.6% | -11.6% |
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