-70.4%
PYPL vs CF
+112.3%
-182.7%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -0.1% | +1.5% | +1.4% |
| 7D | +2.2% | -0.9% | +3.0% | +2.2% |
| 30D | +8.1% | +6.9% | +1.2% | +7.3% |
| 3M | +1.9% | +4.8% | -2.9% | +1.2% |
| 6M | +33.1% | +4.7% | +28.5% | +31.8% |
| YTD | +3.8% | +56.5% | -52.7% | -4.8% |
| 1Y | -8.3% | +48.4% | -56.7% | -15.2% |
| 3Y | +11.9% | +59.1% | -47.3% | +0.1% |
| 5Y | -70.4% | +109.5% | -180.0% | -76.5% |
| All | -70.4% | +112.3% | -182.7% | -76.5% |
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