+36.9%
PYPL vs CI
+142.6%
-105.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -1.8% | -1.4% | -2.7% |
| 7D | +1.7% | -2.0% | +3.8% | +2.3% |
| 30D | -9.7% | -1.8% | -7.9% | -9.3% |
| 3M | +29.2% | -4.2% | +33.4% | +30.4% |
| 6M | +13.9% | +2.7% | +11.2% | +12.3% |
| YTD | -8.1% | +1.9% | -10.0% | -9.4% |
| 1Y | -21.4% | -6.3% | -15.1% | -21.1% |
| 3Y | -11.8% | +3.9% | -15.7% | -16.7% |
| 5Y | -81.1% | +41.9% | -123.0% | -84.2% |
| 10Y | +36.9% | +140.4% | -103.5% | -1.4% |
| All | +36.9% | +142.6% | -105.6% | -1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CI.
Daily Out/Under-Performance
Portfolio return minus CI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CI 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded CI 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling