+65.4%
PYPL vs CPB
-28.6%
+94.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -1.2% | +2.5% | +1.5% |
| 7D | +2.2% | +3.3% | -1.1% | +1.8% |
| 30D | +8.1% | +19.0% | -10.9% | +6.0% |
| 3M | +1.9% | +0.4% | +1.5% | +1.6% |
| 6M | +33.1% | +13.0% | +20.1% | +30.8% |
| YTD | +3.8% | -12.7% | +16.5% | +5.0% |
| 1Y | -8.3% | -20.9% | +12.6% | -6.2% |
| 3Y | +11.9% | -35.4% | +47.3% | +16.2% |
| 5Y | -70.4% | -32.3% | -38.2% | -69.9% |
| 10Y | +47.2% | -40.5% | +87.7% | +53.6% |
| All | +65.4% | -28.6% | +94.0% | +47.6% |
Cumulative growth
Daily Returns
Daily percentage return beside CPB.
Daily Out/Under-Performance
Portfolio return minus CPB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CPB 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 CPB 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