-73.9%
PYPL vs CF
+120.6%
-194.5%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.7% | -0.2% | +0.4% |
| 7D | +3.9% | -3.2% | +7.1% | +4.2% |
| 30D | +7.8% | +4.3% | +3.5% | +7.3% |
| 3M | -0.7% | +2.8% | -3.5% | -1.2% |
| 6M | +28.8% | +0.6% | +28.2% | +28.1% |
| YTD | +2.4% | +56.6% | -54.3% | -6.0% |
| 1Y | -9.6% | +49.6% | -59.2% | -16.4% |
| 3Y | +9.7% | +61.5% | -51.8% | -2.0% |
| All | -73.9% | +120.6% | -194.5% | -79.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling