-81.0%
PYPL vs CTAS
+113.1%
-194.2%
-86.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CTAS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -0.3% | -2.7% | -2.8% |
| 7D | +2.7% | -1.8% | +4.5% | +4.0% |
| 30D | -4.9% | -0.2% | -4.7% | -4.9% |
| 3M | +28.9% | +11.7% | +17.2% | +19.2% |
| 6M | +18.2% | +0.7% | +17.5% | +17.0% |
| YTD | -5.0% | +7.4% | -12.4% | -10.3% |
| 1Y | -18.8% | -2.1% | -16.7% | -18.3% |
| 3Y | -12.6% | +62.9% | -75.5% | -45.2% |
| All | -81.0% | +113.1% | -194.2% | -91.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling