-81.1%
PYPL vs CG
+9.5%
-90.6%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -2.2% | -1.1% | -2.2% |
| 7D | +1.7% | -1.3% | +3.0% | +2.5% |
| 30D | -9.7% | -3.2% | -6.6% | -8.5% |
| 3M | +29.2% | +6.2% | +23.0% | +24.2% |
| 6M | +13.9% | -4.7% | +18.5% | +14.9% |
| YTD | -8.1% | -20.6% | +12.5% | +1.0% |
| 1Y | -21.4% | -26.4% | +5.0% | -10.8% |
| 3Y | -11.8% | +55.4% | -67.2% | -38.1% |
| 5Y | -81.1% | +9.8% | -91.0% | -85.1% |
| All | -81.1% | +9.5% | -90.6% | -85.1% |
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