-18.8%
PYPL vs CP
+19.9%
-38.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.1% |
| 7D | +2.7% | -2.7% | +5.4% | +2.8% |
| 30D | -4.9% | +0.2% | -5.1% | -5.0% |
| 3M | +28.9% | +2.6% | +26.3% | +28.3% |
| 6M | +18.2% | +6.0% | +12.3% | +17.1% |
| YTD | -5.0% | +24.9% | -30.0% | -8.2% |
| 1Y | -18.8% | +20.1% | -38.9% | -20.6% |
| All | -18.8% | +19.9% | -38.7% | -20.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CP.
Daily Out/Under-Performance
Portfolio return minus CP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CP 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 2025-09-04 to 2026-09-04: compounded portfolio wealth divided by compounded CP 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling