-81.1%
PYPL vs CVS
+31.3%
-112.5%
-86.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CVS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.2% | -0.7% | -2.5% | -3.1% |
| 7D | +1.7% | -1.6% | +3.3% | +2.0% |
| 30D | -9.7% | +0.4% | -10.1% | -9.8% |
| 3M | +29.2% | -0.4% | +29.6% | +29.1% |
| 6M | +13.9% | +25.1% | -11.3% | +9.4% |
| YTD | -8.1% | +23.9% | -32.0% | -11.9% |
| 1Y | -21.4% | +41.1% | -62.5% | -26.6% |
| 3Y | -11.8% | +63.6% | -75.4% | -21.5% |
| 5Y | -81.1% | +31.5% | -112.7% | -81.8% |
| All | -81.1% | +31.3% | -112.5% | -81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling