+18.2%
PYPL vs COR
-10.7%
+28.9%
-20.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.9% | -1.2% | -3.0% |
| 7D | +2.7% | +2.8% | -0.1% | +2.8% |
| 30D | -4.9% | +4.5% | -9.4% | -4.8% |
| 3M | +28.9% | +22.7% | +6.2% | +29.7% |
| 6M | +18.2% | -9.7% | +28.0% | +14.4% |
| All | +18.2% | -10.7% | +28.9% | +14.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling