+50.1%
PYPL vs CP
+251.7%
-201.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | 0.0% | +1.2% | +1.2% |
| 7D | -1.2% | -0.7% | -0.5% | -0.8% |
| 30D | +6.1% | +9.6% | -3.5% | +0.8% |
| 3M | +1.1% | +2.2% | -1.2% | -0.4% |
| 6M | +32.7% | +11.1% | +21.6% | +24.4% |
| YTD | +2.8% | +28.2% | -25.4% | -12.6% |
| 1Y | -10.8% | +32.2% | -42.9% | -25.5% |
| 3Y | +9.8% | +35.5% | -25.7% | -12.0% |
| 5Y | -70.2% | +26.8% | -97.0% | -75.5% |
| 10Y | +50.1% | +256.9% | -206.9% | -32.5% |
| All | +50.1% | +251.7% | -201.7% | -32.5% |
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