+51.4%
PYPL vs CSGP
+53.1%
-1.7%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSGP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -2.4% | -0.6% | -1.7% |
| 7D | +2.7% | -4.1% | +6.7% | +5.0% |
| 30D | -4.9% | +2.3% | -7.2% | -7.1% |
| 3M | +28.9% | -8.2% | +37.0% | +32.6% |
| 6M | +18.2% | -35.1% | +53.3% | +47.0% |
| YTD | -5.0% | -54.0% | +49.0% | +43.6% |
| 1Y | -18.8% | -65.3% | +46.5% | +43.3% |
| 3Y | -12.6% | -62.6% | +50.0% | +42.3% |
| 5Y | -80.8% | -64.8% | -16.0% | -68.6% |
| 10Y | +49.9% | +45.1% | +4.8% | +20.0% |
| All | +51.4% | +53.1% | -1.7% | +17.2% |
Cumulative growth
Daily Returns
Daily percentage return beside CSGP.
Daily Out/Under-Performance
Portfolio return minus CSGP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSGP 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 CSGP 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