-12.8%
PYPL vs PCAR
+66.6%
-79.4%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +0.2% | -3.2% | -3.1% |
| 7D | +2.7% | -0.5% | +3.2% | +2.9% |
| 30D | -4.9% | -6.2% | +1.3% | -2.4% |
| 3M | +28.9% | +5.9% | +23.0% | +25.4% |
| 6M | +18.2% | +0.4% | +17.8% | +17.2% |
| YTD | -5.0% | +14.8% | -19.9% | -12.6% |
| 1Y | -18.8% | +30.1% | -48.9% | -30.3% |
| All | -12.8% | +66.6% | -79.4% | -40.5% |
Cumulative growth
Daily Returns
Daily percentage return beside PCAR.
Daily Out/Under-Performance
Portfolio return minus PCAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCAR 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 PCAR 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