+63.8%
PYPL vs CG
+155.9%
-92.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.4% | +2.6% | +1.8% |
| 7D | -1.2% | -3.8% | +2.6% | +0.4% |
| 30D | +6.1% | +7.5% | -1.4% | +2.3% |
| 3M | +1.1% | -14.4% | +15.4% | +7.6% |
| 6M | +32.7% | -15.7% | +48.4% | +41.4% |
| YTD | +2.8% | -29.0% | +31.7% | +17.1% |
| 1Y | -10.8% | -22.1% | +11.3% | -2.9% |
| 3Y | +9.8% | +49.1% | -39.3% | -15.8% |
| 5Y | -70.2% | -18.4% | -51.8% | -71.0% |
| 10Y | +50.1% | +295.1% | -245.0% | -23.2% |
| All | +63.8% | +155.9% | -92.1% | +2.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling