+9.7%
PYPL vs PCOR
+43.8%
-34.1%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.8% | +0.6% |
| 7D | +3.9% | +22.7% | -18.8% | -4.1% |
| 30D | +7.8% | +37.5% | -29.7% | -4.7% |
| 3M | -0.7% | +35.2% | -35.9% | -12.3% |
| 6M | +28.8% | +42.2% | -13.5% | +10.1% |
| YTD | +2.4% | +3.6% | -1.2% | -1.6% |
| 1Y | -9.6% | -4.8% | -4.8% | -10.3% |
| 3Y | +9.7% | +48.3% | -38.7% | -13.3% |
| All | +9.7% | +43.8% | -34.1% | -13.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling