+63.2%
PYPL vs CRL
+389.4%
-326.2%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +7.8% | -7.4% | -2.8% |
| 7D | +3.9% | -6.1% | +10.0% | +6.0% |
| 30D | +7.8% | +12.4% | -4.6% | +1.3% |
| 3M | -0.7% | +27.1% | -27.8% | -11.8% |
| 6M | +28.8% | +85.7% | -57.0% | -4.7% |
| YTD | +2.4% | +69.2% | -66.8% | -22.2% |
| 1Y | -9.6% | +97.5% | -107.1% | -36.3% |
| 3Y | +9.7% | +86.1% | -76.4% | -28.0% |
| 5Y | -73.5% | -10.0% | -63.4% | -75.3% |
| 10Y | +46.5% | +395.0% | -348.5% | -43.4% |
| All | +63.2% | +389.4% | -326.2% | -36.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling