+54.4%
PYPL vs CL
+88.0%
-33.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.8% | -0.1% | +1.0% |
| 7D | +0.1% | +3.2% | -3.2% | -1.2% |
| 30D | +5.7% | +8.0% | -2.4% | +2.4% |
| 3M | -1.9% | +7.9% | -9.8% | -5.0% |
| 6M | +31.8% | +14.7% | +17.1% | +24.3% |
| YTD | +2.4% | +29.2% | -26.7% | -8.9% |
| 1Y | -8.2% | +29.5% | -37.8% | -18.5% |
| 3Y | +10.2% | +40.7% | -30.5% | -8.1% |
| 5Y | -71.2% | +43.9% | -115.1% | -76.7% |
| All | +54.4% | +88.0% | -33.6% | +8.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CL.
Daily Out/Under-Performance
Portfolio return minus CL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CL 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 CL 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