+9.1%
PYPL vs CF
+56.6%
-47.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.2% | -2.2% |
| 7D | +3.5% | +0.4% | +3.1% | +3.5% |
| 30D | +8.0% | +2.2% | +5.8% | +7.9% |
| 3M | +2.0% | +2.1% | -0.1% | +1.9% |
| 6M | +27.6% | -6.5% | +34.1% | +27.9% |
| YTD | +1.9% | +55.6% | -53.7% | -5.4% |
| 1Y | -12.4% | +42.3% | -54.7% | -17.5% |
| All | +9.1% | +56.6% | -47.5% | -5.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling