+51.9%
PYPL vs COR
+469.4%
-417.5%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -0.1% | -1.8% | -1.9% |
| 7D | -1.1% | +2.9% | -4.0% | -1.9% |
| 30D | +3.8% | +5.8% | -2.0% | +2.2% |
| 3M | -1.3% | +11.4% | -12.7% | -4.1% |
| 6M | +29.0% | +34.5% | -5.4% | +19.0% |
| YTD | +0.7% | +4.1% | -3.3% | -1.4% |
| 1Y | -12.3% | -3.1% | -9.1% | -12.4% |
| 3Y | +7.6% | +80.9% | -73.2% | -12.8% |
| 5Y | -71.7% | +195.1% | -266.8% | -80.8% |
| All | +51.9% | +469.4% | -417.5% | -20.0% |
Cumulative growth
Daily Returns
Daily percentage return beside COR.
Daily Out/Under-Performance
Portfolio return minus COR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COR 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 COR 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