-19.0%
PYPL vs FLEX
+102.8%
-121.9%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | +1.5% | -4.8% | -3.3% |
| 7D | +2.4% | -0.9% | +3.3% | +2.4% |
| 30D | -5.1% | -10.1% | +5.0% | -5.3% |
| 3M | +28.6% | -31.3% | +59.9% | +28.2% |
| 6M | +17.9% | +71.3% | -53.3% | +11.6% |
| YTD | -5.3% | +81.2% | -86.5% | -11.5% |
| 1Y | -19.0% | +98.5% | -117.5% | -23.7% |
| All | -19.0% | +102.8% | -121.9% | -23.7% |
Cumulative growth
Daily Returns
Daily percentage return beside FLEX.
Daily Out/Under-Performance
Portfolio return minus FLEX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FLEX 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 1y: compounded portfolio wealth divided by compounded FLEX 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…
1y analysis · Full analysis span regression · 6 months rolling