-81.0%
PYPL vs CP
+32.0%
-113.1%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.3% | -3.4% | -3.2% |
| 7D | +2.7% | -2.7% | +5.4% | +4.0% |
| 30D | -4.9% | +0.2% | -5.1% | -5.1% |
| 3M | +28.9% | +2.6% | +26.3% | +26.9% |
| 6M | +18.2% | +6.0% | +12.3% | +14.0% |
| YTD | -5.0% | +24.9% | -30.0% | -16.5% |
| 1Y | -18.8% | +20.1% | -38.9% | -27.2% |
| 3Y | -12.6% | +16.4% | -29.0% | -22.3% |
| All | -81.0% | +32.0% | -113.1% | -84.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling