+38.8%
PYPL vs CG
+324.5%
-285.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.0% | +2.1% | 0.0% |
| 7D | -4.3% | -6.4% | +2.1% | -1.3% |
| 30D | -11.5% | -7.1% | -4.4% | -8.6% |
| 3M | +26.1% | -1.6% | +27.7% | +26.1% |
| 6M | +13.7% | -8.3% | +22.0% | +16.8% |
| YTD | -9.8% | -23.8% | +14.0% | +0.3% |
| 1Y | -22.1% | -28.7% | +6.7% | -11.1% |
| 3Y | -13.5% | +49.2% | -62.7% | -34.2% |
| 5Y | -81.6% | +5.5% | -87.1% | -84.1% |
| 10Y | +38.8% | +331.2% | -292.4% | -27.3% |
| All | +38.8% | +324.5% | -285.7% | -27.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CG.
Daily Out/Under-Performance
Portfolio return minus CG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CG 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 10y: compounded portfolio wealth divided by compounded CG 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…
10y analysis · Full analysis span regression · 6 months rolling