-9.9%
PYPL vs CTAS
+66.0%
-75.9%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.9% |
| 7D | +2.7% | -1.8% | +4.5% | +3.6% |
| 30D | -4.9% | -0.2% | -4.7% | -4.9% |
| 3M | +28.9% | +11.7% | +17.2% | +21.9% |
| 6M | +18.2% | +0.7% | +17.5% | +17.4% |
| YTD | -5.0% | +7.4% | -12.4% | -8.7% |
| 1Y | -18.8% | -2.1% | -16.7% | -18.6% |
| All | -9.9% | +66.0% | -75.9% | -32.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling