-76.2%
PYPL vs PCOR
-10.3%
-65.9%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +3.9% | +22.7% | -18.8% | -5.1% |
| 30D | +7.8% | +37.5% | -29.7% | -6.2% |
| 3M | -0.7% | +35.2% | -35.9% | -13.7% |
| 6M | +28.8% | +42.2% | -13.5% | +7.9% |
| YTD | +2.4% | +3.6% | -1.2% | -2.8% |
| 1Y | -9.6% | -4.8% | -4.8% | -11.1% |
| 3Y | +9.7% | +48.3% | -38.7% | -15.9% |
| 5Y | -73.5% | -20.1% | -53.4% | -77.8% |
| All | -76.2% | -10.3% | -65.9% | -80.4% |
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