+38.8%
PYPL vs CTAS
+665.9%
-627.1%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.2% | -1.7% | -1.8% |
| 7D | -4.3% | +1.0% | -5.3% | -4.9% |
| 30D | -11.5% | -1.1% | -10.4% | -11.0% |
| 3M | +26.1% | +11.5% | +14.6% | +18.0% |
| 6M | +13.7% | +0.2% | +13.5% | +12.9% |
| YTD | -9.8% | +7.2% | -17.0% | -14.2% |
| 1Y | -22.1% | 0.0% | -22.0% | -22.7% |
| 3Y | -13.5% | +65.9% | -79.4% | -39.0% |
| 5Y | -81.6% | +109.6% | -191.2% | -88.7% |
| 10Y | +38.8% | +683.8% | -645.0% | -56.0% |
| All | +38.8% | +665.9% | -627.1% | -56.0% |
Cumulative growth
Daily Returns
Daily percentage return beside CTAS.
Daily Out/Under-Performance
Portfolio return minus CTAS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CTAS 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded CTAS 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling