+39.0%
PYPL vs CRS
+1,409.1%
-1,370.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -2.2% | +4.4% | +2.7% |
| 7D | -5.9% | -4.1% | -1.8% | -5.1% |
| 30D | -9.4% | -16.6% | +7.2% | -5.7% |
| 3M | +31.3% | -14.3% | +45.6% | +34.9% |
| 6M | +19.1% | +11.6% | +7.5% | +14.1% |
| YTD | -7.9% | +42.6% | -50.5% | -17.7% |
| 1Y | -17.9% | +81.8% | -99.7% | -31.7% |
| 3Y | -11.6% | +632.1% | -643.7% | -49.8% |
| 5Y | -81.0% | +1,401.6% | -1,482.7% | -91.2% |
| All | +39.0% | +1,409.1% | -1,370.0% | -39.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CRS.
Daily Out/Under-Performance
Portfolio return minus CRS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CRS 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 10y: compounded portfolio wealth divided by compounded CRS 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…
10y analysis · Full analysis span regression · 6 months rolling