+51.4%
PYPL vs CG
+192.4%
-141.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.6% | -1.4% | -2.3% |
| 7D | +2.7% | -4.3% | +7.0% | +4.8% |
| 30D | -4.9% | -5.1% | +0.2% | -2.9% |
| 3M | +28.9% | +8.7% | +20.2% | +23.1% |
| 6M | +18.2% | -9.2% | +27.5% | +21.9% |
| YTD | -5.0% | -18.9% | +13.8% | +2.4% |
| 1Y | -18.8% | -25.6% | +6.8% | -9.5% |
| 3Y | -12.6% | +57.3% | -69.9% | -34.1% |
| 5Y | -80.8% | +10.2% | -90.9% | -83.5% |
| 10Y | +49.9% | +364.2% | -314.3% | -28.2% |
| All | +51.4% | +192.4% | -141.0% | -10.7% |
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