+63.2%
PYPL vs CI
+105.4%
-42.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.6% | +3.1% | +1.2% |
| 7D | +3.9% | -1.6% | +5.5% | +4.3% |
| 30D | +7.8% | +5.4% | +2.4% | +6.2% |
| 3M | -0.7% | +7.3% | -7.9% | -2.7% |
| 6M | +28.8% | +5.3% | +23.5% | +26.2% |
| YTD | +2.4% | +8.5% | -6.1% | -0.9% |
| 1Y | -9.6% | +17.1% | -26.7% | -14.4% |
| 3Y | +9.7% | +1.4% | +8.3% | +4.9% |
| 5Y | -73.5% | +50.5% | -123.9% | -78.0% |
| 10Y | +46.5% | +168.5% | -122.1% | -1.6% |
| All | +63.2% | +105.4% | -42.2% | +12.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling