+61.9%
PYPL vs CLX
+42.2%
+19.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +1.0% | -3.1% | -2.3% |
| 7D | +1.0% | +13.6% | -12.7% | -1.9% |
| 30D | +5.9% | +29.1% | -23.2% | -0.2% |
| 3M | -0.2% | +1.6% | -1.8% | -0.9% |
| 6M | +30.3% | +18.7% | +11.6% | +24.9% |
| YTD | +1.6% | +11.1% | -9.5% | -2.0% |
| 1Y | -10.3% | +7.0% | -17.3% | -12.7% |
| 3Y | +8.5% | -10.0% | +18.5% | +9.7% |
| 5Y | -71.0% | -22.6% | -48.3% | -70.4% |
| 10Y | +46.9% | +29.3% | +17.6% | +24.2% |
| All | +61.9% | +42.2% | +19.7% | +7.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling