+63.3%
PYPL vs CLX
+46.0%
+17.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CLX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +1.2% | +0.5% | +1.4% |
| 7D | +0.1% | +9.5% | -9.4% | -2.0% |
| 30D | +5.7% | +30.7% | -25.0% | -0.7% |
| 3M | -1.9% | +4.2% | -6.2% | -3.1% |
| 6M | +31.8% | +22.1% | +9.7% | +25.6% |
| YTD | +2.4% | +14.1% | -11.6% | -1.7% |
| 1Y | -8.2% | +10.3% | -18.6% | -11.3% |
| 3Y | +10.2% | -7.8% | +18.0% | +10.8% |
| 5Y | -71.2% | -20.8% | -50.4% | -70.8% |
| 10Y | +49.6% | +31.9% | +17.7% | +26.1% |
| All | +63.3% | +46.0% | +17.3% | +8.2% |
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