-81.0%
PYPL vs CFG
+101.4%
-182.4%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CFG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.1% | -3.0% | -3.0% |
| 7D | +2.7% | +1.5% | +1.1% | +2.0% |
| 30D | -4.9% | -3.8% | -1.1% | -3.1% |
| 3M | +28.9% | +11.5% | +17.4% | +22.1% |
| 6M | +18.2% | +19.2% | -0.9% | +7.9% |
| YTD | -5.0% | +23.7% | -28.7% | -15.9% |
| 1Y | -18.8% | +38.8% | -57.7% | -32.5% |
| 3Y | -12.6% | +178.9% | -191.5% | -51.2% |
| All | -81.0% | +101.4% | -182.4% | -87.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling