-76.2%
PYPL vs PCOR
-7.6%
-68.6%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +0.5% | +1.2% | +1.5% |
| 7D | +0.1% | +3.0% | -3.0% | -1.1% |
| 30D | +5.7% | +38.7% | -33.0% | -8.3% |
| 3M | -1.9% | +24.9% | -26.8% | -11.8% |
| 6M | +31.8% | +68.8% | -37.0% | +3.0% |
| YTD | +2.4% | +6.7% | -4.3% | -3.9% |
| 1Y | -8.2% | +3.0% | -11.2% | -12.7% |
| 3Y | +10.2% | +48.6% | -38.4% | -15.3% |
| 5Y | -71.2% | -12.7% | -58.5% | -76.4% |
| All | -76.2% | -7.6% | -68.6% | -80.7% |
Cumulative growth
Daily Returns
Daily percentage return beside PCOR.
Daily Out/Under-Performance
Portfolio return minus PCOR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PCOR 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 10y: compounded portfolio wealth divided by compounded PCOR 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…
10y analysis · Full analysis span regression · 6 months rolling