+61.9%
PYPL vs COR
+346.7%
-284.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.9% | -3.0% | -2.3% |
| 7D | +1.0% | +2.4% | -1.4% | +0.4% |
| 30D | +5.9% | +7.7% | -1.8% | +3.9% |
| 3M | -0.2% | +7.5% | -7.7% | -2.2% |
| 6M | +30.3% | +34.1% | -3.8% | +20.6% |
| YTD | +1.6% | +3.9% | -2.3% | -0.5% |
| 1Y | -10.3% | -3.6% | -6.6% | -10.4% |
| 3Y | +8.5% | +80.5% | -72.0% | -11.0% |
| 5Y | -71.0% | +194.9% | -265.8% | -79.7% |
| 10Y | +46.9% | +486.6% | -439.7% | -19.1% |
| All | +61.9% | +346.7% | -284.8% | +6.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling