-7.9%
PYPL vs FLEX
+23.4%
-31.3%
-42.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.4% | -12.3% | +15.7% | +3.1% |
| 7D | +6.5% | -17.0% | +23.4% | +6.1% |
| 30D | +10.6% | -33.8% | +44.5% | +9.8% |
| 3M | +3.1% | -39.0% | +42.1% | +2.1% |
| 6M | +20.2% | -15.9% | +36.1% | +17.1% |
| YTD | +4.0% | +27.8% | -23.8% | -2.7% |
| 1Y | -7.9% | +25.0% | -32.8% | -14.4% |
| All | -7.9% | +23.4% | -31.3% | -14.4% |
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