-81.0%
PYPL vs CI
+42.7%
-123.8%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.3% | -1.7% | -2.8% |
| 7D | +2.7% | +1.3% | +1.4% | +2.4% |
| 30D | -4.9% | +4.4% | -9.3% | -5.7% |
| 3M | +28.9% | +0.7% | +28.2% | +28.4% |
| 6M | +18.2% | +0.3% | +17.9% | +17.6% |
| YTD | -5.0% | +3.8% | -8.8% | -6.3% |
| 1Y | -18.8% | -5.5% | -13.3% | -18.6% |
| 3Y | -12.6% | +8.1% | -20.7% | -17.1% |
| All | -81.0% | +42.7% | -123.8% | -84.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling