-73.6%
PYPL vs CF
+125.5%
-199.1%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +6.2% | -8.2% | -2.6% |
| 7D | +3.5% | +0.4% | +3.1% | +3.4% |
| 30D | +8.0% | +2.2% | +5.8% | +7.6% |
| 3M | +2.0% | +2.1% | -0.1% | +1.6% |
| 6M | +27.6% | -6.5% | +34.1% | +27.9% |
| YTD | +1.9% | +55.6% | -53.7% | -6.4% |
| 1Y | -12.4% | +42.3% | -54.7% | -18.4% |
| 3Y | +6.3% | +55.7% | -49.5% | -4.6% |
| 5Y | -73.6% | +122.4% | -196.0% | -79.5% |
| All | -73.6% | +125.5% | -199.1% | -79.5% |
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