-11.8%
PYPL vs CVS
+64.7%
-76.5%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.2% |
| 7D | +1.7% | -1.6% | +3.3% | +1.9% |
| 30D | -9.7% | +0.4% | -10.1% | -9.8% |
| 3M | +29.2% | -0.4% | +29.6% | +29.2% |
| 6M | +13.9% | +25.1% | -11.3% | +11.3% |
| YTD | -8.1% | +23.9% | -32.0% | -10.3% |
| 1Y | -21.4% | +41.1% | -62.5% | -24.6% |
| 3Y | -11.8% | +63.6% | -75.4% | -19.3% |
| All | -11.8% | +64.7% | -76.5% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CVS.
Daily Out/Under-Performance
Portfolio return minus CVS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CVS 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 CVS 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