+44.1%
PYPL vs CP
+222.0%
-177.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | +2.7% | -2.7% | +5.4% | +4.2% |
| 30D | -4.9% | +0.2% | -5.1% | -5.1% |
| 3M | +28.9% | +2.6% | +26.3% | +26.6% |
| 6M | +18.2% | +6.0% | +12.3% | +13.3% |
| YTD | -5.0% | +24.9% | -30.0% | -17.9% |
| 1Y | -18.8% | +20.1% | -38.9% | -28.3% |
| 3Y | -12.6% | +16.4% | -29.0% | -23.1% |
| 5Y | -80.8% | +31.7% | -112.5% | -84.6% |
| All | +44.1% | +222.0% | -177.9% | -32.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling