+46.8%
PYPL vs CRH
+318.7%
-271.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRH | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -1.9% | +4.1% | +3.1% |
| 7D | -5.9% | -4.8% | -1.2% | -3.8% |
| 30D | -9.4% | -13.1% | +3.7% | -3.4% |
| 3M | +31.3% | -12.0% | +43.3% | +38.5% |
| 6M | +19.1% | -16.9% | +36.0% | +27.9% |
| YTD | -7.9% | -29.0% | +21.1% | +6.5% |
| 1Y | -17.9% | -20.3% | +2.4% | -10.9% |
| 3Y | -11.6% | +69.2% | -80.8% | -36.2% |
| 5Y | -81.0% | +94.6% | -175.7% | -87.5% |
| 10Y | +41.8% | +250.3% | -208.5% | -34.2% |
| All | +46.8% | +318.7% | -271.9% | -38.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRH.
Daily Out/Under-Performance
Portfolio return minus CRH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRH 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 CRH 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