+63.2%
PYPL vs CSX
+440.1%
-376.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CSX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.4% | +3.8% | +2.1% |
| 7D | +3.9% | -5.5% | +9.4% | +6.7% |
| 30D | +7.8% | +4.9% | +2.9% | +5.1% |
| 3M | -0.7% | -2.9% | +2.2% | +0.5% |
| 6M | +28.8% | +8.3% | +20.4% | +22.9% |
| YTD | +2.4% | +36.7% | -34.4% | -13.8% |
| 1Y | -9.6% | +41.5% | -51.1% | -25.2% |
| 3Y | +9.7% | +68.6% | -59.0% | -18.0% |
| 5Y | -73.5% | +48.4% | -121.9% | -79.0% |
| 10Y | +46.5% | +446.6% | -400.1% | -32.0% |
| All | +63.2% | +440.1% | -376.9% | -17.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling