-81.0%
PYPL vs CSX
+65.9%
-146.9%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.9% | -3.9% | -3.5% |
| 7D | +2.7% | -3.4% | +6.1% | +4.5% |
| 30D | -4.9% | -3.1% | -1.8% | -3.3% |
| 3M | +28.9% | +7.2% | +21.7% | +23.5% |
| 6M | +18.2% | +16.2% | +2.1% | +7.2% |
| YTD | -5.0% | +37.5% | -42.6% | -22.7% |
| 1Y | -18.8% | +53.2% | -72.1% | -38.5% |
| 3Y | -12.6% | +68.2% | -80.8% | -39.8% |
| All | -81.0% | +65.9% | -146.9% | -87.5% |
Cumulative growth
Daily Returns
Daily percentage return beside CSX.
Daily Out/Under-Performance
Portfolio return minus CSX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CSX 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 CSX 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