+47.2%
PYPL vs CI
+158.0%
-110.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.7% | +0.7% | +1.2% |
| 7D | +2.2% | +0.1% | +2.0% | +2.1% |
| 30D | +8.1% | +4.7% | +3.5% | +6.7% |
| 3M | +1.9% | +5.2% | -3.3% | +0.3% |
| 6M | +33.1% | +3.8% | +29.3% | +31.0% |
| YTD | +3.8% | +9.2% | -5.5% | +0.2% |
| 1Y | -8.3% | +14.3% | -22.6% | -12.6% |
| 3Y | +11.9% | +8.4% | +3.4% | +4.5% |
| 5Y | -70.4% | +50.0% | -120.5% | -75.7% |
| 10Y | +47.2% | +142.2% | -95.0% | +1.4% |
| All | +47.2% | +158.0% | -110.9% | +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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling