-70.4%
PYPL vs CG
-16.4%
-54.0%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +6.6% | -5.2% | -1.9% |
| 7D | +2.2% | +3.0% | -0.9% | +0.5% |
| 30D | +8.1% | +10.1% | -2.0% | +2.7% |
| 3M | +1.9% | -10.8% | +12.7% | +7.0% |
| 6M | +33.1% | -15.2% | +48.3% | +42.4% |
| YTD | +3.8% | -26.9% | +30.7% | +18.3% |
| 1Y | -8.3% | -17.0% | +8.7% | -2.6% |
| 3Y | +11.9% | +54.6% | -42.8% | -23.2% |
| 5Y | -70.4% | -16.7% | -53.7% | -73.0% |
| All | -70.4% | -16.4% | -54.0% | -73.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling