-81.6%
PYPL vs CRS
+1,446.1%
-1,527.7%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CRS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | -4.3% | -0.5% | -3.8% | -4.2% |
| 30D | -11.5% | -18.1% | +6.6% | -7.3% |
| 3M | +26.1% | -12.4% | +38.6% | +29.0% |
| 6M | +13.7% | +15.9% | -2.3% | +7.3% |
| YTD | -9.8% | +45.8% | -55.7% | -21.0% |
| 1Y | -22.1% | +87.8% | -109.8% | -37.4% |
| 3Y | -13.5% | +648.7% | -662.2% | -57.3% |
| 5Y | -81.6% | +1,416.6% | -1,498.2% | -92.8% |
| All | -81.6% | +1,446.1% | -1,527.7% | -92.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling