+51.4%
PYPL vs CF
+184.4%
-133.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CF | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -3.2% | +0.2% | -2.4% |
| 7D | +2.7% | +6.0% | -3.3% | +1.5% |
| 30D | -4.9% | +14.8% | -19.7% | -7.5% |
| 3M | +28.9% | +14.1% | +14.8% | +25.2% |
| 6M | +18.2% | +28.5% | -10.3% | +10.4% |
| YTD | -5.0% | +74.9% | -80.0% | -17.3% |
| 1Y | -18.8% | +61.7% | -80.5% | -28.2% |
| 3Y | -12.6% | +80.3% | -92.9% | -26.1% |
| 5Y | -80.8% | +226.0% | -306.8% | -86.5% |
| 10Y | +49.9% | +569.9% | -519.9% | -13.9% |
| All | +51.4% | +184.4% | -133.0% | -4.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling