+51.4%
PYPL vs CHRW
+207.9%
-156.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHRW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.1% | -4.1% | -3.4% |
| 7D | +2.7% | -1.4% | +4.1% | +3.1% |
| 30D | -4.9% | -3.5% | -1.4% | -4.0% |
| 3M | +28.9% | -19.4% | +48.3% | +36.0% |
| 6M | +18.2% | -21.4% | +39.6% | +24.9% |
| YTD | -5.0% | -7.1% | +2.1% | -6.4% |
| 1Y | -18.8% | +17.8% | -36.6% | -27.4% |
| 3Y | -12.6% | +78.8% | -91.4% | -35.5% |
| 5Y | -80.8% | +83.5% | -164.3% | -85.8% |
| 10Y | +49.9% | +160.2% | -110.3% | -7.1% |
| All | +51.4% | +207.9% | -156.5% | -15.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling