+47.2%
PYPL vs CP
+261.0%
-213.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.0% | -0.7% | +0.3% |
| 7D | +2.2% | +2.8% | -0.6% | +0.6% |
| 30D | +8.1% | +11.3% | -3.2% | +1.9% |
| 3M | +1.9% | +2.9% | -0.9% | +0.1% |
| 6M | +33.1% | +9.8% | +23.4% | +25.6% |
| YTD | +3.8% | +28.5% | -24.8% | -11.8% |
| 1Y | -8.3% | +33.5% | -41.8% | -23.9% |
| 3Y | +11.9% | +31.9% | -20.1% | -8.9% |
| 5Y | -70.4% | +25.5% | -95.9% | -75.6% |
| 10Y | +47.2% | +257.6% | -210.4% | -33.3% |
| All | +47.2% | +261.0% | -213.8% | -33.3% |
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