+63.2%
PYPL vs CP
+217.1%
-154.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.7% | +2.2% | +1.3% |
| 7D | +3.9% | +2.8% | +1.1% | +2.5% |
| 30D | +7.8% | +10.2% | -2.4% | +2.5% |
| 3M | -0.7% | +2.4% | -3.0% | -2.1% |
| 6M | +28.8% | +7.7% | +21.1% | +23.3% |
| YTD | +2.4% | +26.0% | -23.6% | -10.9% |
| 1Y | -9.6% | +34.6% | -44.2% | -24.2% |
| 3Y | +9.7% | +26.7% | -17.0% | -6.8% |
| 5Y | -73.5% | +24.9% | -98.4% | -77.6% |
| 10Y | +46.5% | +258.6% | -212.2% | -26.9% |
| All | +63.2% | +217.1% | -154.0% | -14.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling