+36.9%
PYPL vs CFG
+313.6%
-276.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.1% | -2.1% | -2.9% |
| 7D | +1.7% | +2.7% | -0.9% | +0.9% |
| 30D | -9.7% | -3.7% | -6.1% | -8.6% |
| 3M | +29.2% | +9.5% | +19.7% | +25.2% |
| 6M | +13.9% | +22.2% | -8.4% | +5.9% |
| YTD | -8.1% | +22.3% | -30.4% | -15.1% |
| 1Y | -21.4% | +39.4% | -60.8% | -30.8% |
| 3Y | -11.8% | +188.5% | -200.3% | -40.1% |
| 5Y | -81.1% | +101.5% | -182.7% | -85.8% |
| 10Y | +36.9% | +308.6% | -271.7% | -19.5% |
| All | +36.9% | +313.6% | -276.7% | -19.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CFG.
Daily Out/Under-Performance
Portfolio return minus CFG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CFG 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CFG 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling