+38.8%
PYPL vs CLX
-3.8%
+42.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.3% | -1.4% |
| 7D | -4.3% | -4.9% | +0.6% | -3.3% |
| 30D | -11.5% | -15.8% | +4.4% | -8.2% |
| 3M | +26.1% | -7.9% | +34.1% | +28.3% |
| 6M | +13.7% | -19.0% | +32.7% | +18.2% |
| YTD | -9.8% | -7.9% | -1.9% | -9.1% |
| 1Y | -22.1% | -25.4% | +3.3% | -17.8% |
| 3Y | -13.5% | -35.0% | +21.5% | -6.7% |
| 5Y | -81.6% | -36.8% | -44.9% | -80.4% |
| 10Y | +38.8% | -1.4% | +40.2% | +35.8% |
| All | +38.8% | -3.8% | +42.6% | +35.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CLX.
Daily Out/Under-Performance
Portfolio return minus CLX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLX 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 CLX 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