-77.9%
PYPL vs PCOR
-30.9%
-47.0%
-87.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PCOR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -4.3% | +1.2% | -1.3% |
| 7D | +2.7% | -9.0% | +11.6% | +6.7% |
| 30D | -4.9% | +4.2% | -9.1% | -6.9% |
| 3M | +28.9% | +14.4% | +14.5% | +20.2% |
| 6M | +18.2% | +0.2% | +18.1% | +15.2% |
| YTD | -5.0% | -20.3% | +15.2% | +1.6% |
| 1Y | -18.8% | -16.1% | -2.7% | -15.6% |
| 3Y | -12.6% | -14.7% | +2.1% | -15.1% |
| 5Y | -80.8% | -43.2% | -37.6% | -81.9% |
| All | -77.9% | -30.9% | -47.0% | -79.6% |
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