+63.2%
PYPL vs CPB
-28.7%
+91.8%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CPB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.3% | +1.8% | +0.6% |
| 7D | +3.9% | +8.0% | -4.1% | +3.0% |
| 30D | +7.8% | +22.4% | -14.6% | +5.4% |
| 3M | -0.7% | +2.5% | -3.2% | -1.2% |
| 6M | +28.8% | +12.2% | +16.6% | +26.6% |
| YTD | +2.4% | -12.8% | +15.2% | +3.5% |
| 1Y | -9.6% | -19.2% | +9.6% | -7.8% |
| 3Y | +9.7% | -35.6% | +45.2% | +13.9% |
| 5Y | -73.5% | -31.4% | -42.0% | -73.0% |
| 10Y | +46.5% | -37.9% | +84.4% | +50.6% |
| All | +63.2% | -28.7% | +91.8% | +45.6% |
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