-75.9%
PYPL vs PCOR
-9.0%
-66.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +0.8% |
| 7D | +2.2% | +22.2% | -20.0% | -6.5% |
| 30D | +8.1% | +36.0% | -27.9% | -5.4% |
| 3M | +1.9% | +34.0% | -32.1% | -11.1% |
| 6M | +33.1% | +43.5% | -10.4% | +11.2% |
| YTD | +3.8% | +5.1% | -1.3% | -2.1% |
| 1Y | -8.3% | -3.9% | -4.4% | -10.1% |
| 3Y | +11.9% | +52.9% | -41.1% | -15.2% |
| 5Y | -70.4% | -18.7% | -51.8% | -75.4% |
| All | -75.9% | -9.0% | -66.9% | -80.3% |
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