-70.4%
PYPL vs CHRW
+53.0%
-123.5%
-81.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.9% | -1.6% | +0.6% |
| 7D | +2.2% | +0.2% | +1.9% | +2.1% |
| 30D | +8.1% | -9.4% | +17.5% | +10.6% |
| 3M | +1.9% | -13.3% | +15.2% | +4.8% |
| 6M | +33.1% | -24.2% | +57.3% | +40.2% |
| YTD | +3.8% | -18.9% | +22.6% | +4.5% |
| 1Y | -8.3% | -12.4% | +4.1% | -10.4% |
| 3Y | +11.9% | +72.2% | -60.4% | -22.9% |
| 5Y | -70.4% | +53.4% | -123.8% | -77.4% |
| All | -70.4% | +53.0% | -123.5% | -77.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CHRW.
Daily Out/Under-Performance
Portfolio return minus CHRW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHRW 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 CHRW 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