+38.8%
PYPL vs COR
+399.7%
-360.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.4% | -1.5% | -1.8% |
| 7D | -4.3% | -3.9% | -0.5% | -3.4% |
| 30D | -11.5% | -0.3% | -11.1% | -11.5% |
| 3M | +26.1% | +15.9% | +10.3% | +21.5% |
| 6M | +13.7% | -10.3% | +23.9% | +15.9% |
| YTD | -9.8% | -3.7% | -6.1% | -9.9% |
| 1Y | -22.1% | +9.1% | -31.1% | -24.8% |
| 3Y | -13.5% | +86.6% | -100.1% | -29.7% |
| 5Y | -81.6% | +180.9% | -262.5% | -86.9% |
| 10Y | +38.8% | +407.4% | -368.7% | -15.1% |
| All | +38.8% | +399.7% | -360.9% | -15.1% |
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