-81.0%
PYPL vs CRL
-35.5%
-45.5%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.7% | -1.4% | -2.5% |
| 7D | +2.7% | -1.0% | +3.7% | +3.1% |
| 30D | -4.9% | +10.7% | -15.5% | -8.1% |
| 3M | +28.9% | +55.3% | -26.4% | +9.9% |
| 6M | +18.2% | +60.7% | -42.4% | -1.8% |
| YTD | -5.0% | +44.6% | -49.7% | -18.0% |
| 1Y | -18.8% | +77.7% | -96.6% | -35.8% |
| 3Y | -12.6% | +37.6% | -50.2% | -28.0% |
| All | -81.0% | -35.5% | -45.5% | -81.1% |
Cumulative growth
Daily Returns
Daily percentage return beside CRL.
Daily Out/Under-Performance
Portfolio return minus CRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRL 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 CRL 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