+36.9%
PYPL vs CNH
+152.9%
-116.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CNH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -5.6% | +2.3% | -1.4% |
| 7D | +1.7% | +8.8% | -7.1% | -1.3% |
| 30D | -9.7% | +24.7% | -34.4% | -16.8% |
| 3M | +29.2% | +27.3% | +1.9% | +17.6% |
| 6M | +13.9% | +23.2% | -9.3% | +3.6% |
| YTD | -8.1% | +48.9% | -57.0% | -22.8% |
| 1Y | -21.4% | +19.4% | -40.8% | -28.4% |
| 3Y | -11.8% | +7.8% | -19.6% | -18.7% |
| 5Y | -81.1% | +8.7% | -89.9% | -83.0% |
| 10Y | +36.9% | +149.5% | -112.6% | -4.3% |
| All | +36.9% | +152.9% | -116.0% | -4.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CNH.
Daily Out/Under-Performance
Portfolio return minus CNH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CNH 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 CNH 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