-18.8%
PYPL vs FLEX
+102.8%
-121.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2025-09-04 to 2026-09-04.
| Period | Portfolio | FLEX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.0% |
| 7D | +2.7% | -0.9% | +3.6% | +2.7% |
| 30D | -4.9% | -10.1% | +5.3% | -5.1% |
| 3M | +28.9% | -31.3% | +60.2% | +28.5% |
| 6M | +18.2% | +71.3% | -53.0% | +11.8% |
| YTD | -5.0% | +81.2% | -86.3% | -11.3% |
| 1Y | -18.8% | +98.5% | -117.3% | -23.5% |
| All | -18.8% | +102.8% | -121.7% | -23.5% |
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 2025-09-04 to 2026-09-04: 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…
2025-09-04 to 2026-09-04 analysis · Full analysis span regression · 6 months rolling