-76.3%
PYPL vs PCOR
-10.0%
-66.3%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | 0.0% | -2.1% | -2.1% |
| 7D | +3.5% | +23.7% | -20.2% | -5.7% |
| 30D | +8.0% | +39.0% | -31.0% | -6.4% |
| 3M | +2.0% | +35.8% | -33.7% | -11.5% |
| 6M | +27.6% | +38.2% | -10.7% | +8.2% |
| YTD | +1.9% | +3.9% | -2.0% | -3.4% |
| 1Y | -12.4% | +5.7% | -18.1% | -18.0% |
| 3Y | +6.3% | +44.8% | -38.5% | -17.6% |
| 5Y | -73.6% | -19.8% | -53.8% | -78.0% |
| All | -76.3% | -10.0% | -66.3% | -80.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling